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Sometimes the EGR system is deleted via a custom tune, or if you have aftermarket headers they might not have a pipe that goes from the headers to the intake manifold. In your pics it looks like that pipe is no longer there, so the sensor is not there.
In stock form it would be there, but if it's not there on yours that isn't really a cause for concern, it just seems that someone removed it and blocked it off at some point. If you look right under the distributor on that side, you should see a plate where it was blocked off at the manifold. (If you just see an open hole then it's a good idea to get an EGR blockoff plate kit and plug it.