First, check what engine it is. Look for an ID code here:
It should be D17A1 or possibly D17A2 or D17A6. That later two would say "VTEC" on the engine wiring harness cover, but who knows what was retained during the swap.
Apparently the early D17A1 (non-VTEC SOHC D17 used in the DX/LX/VP models) did not have an EGR valve, but it was added in 2003. If you have a D17A2, D17A6, or a 2003+ D17A1 it will have the EGR, but you don't have the wiring to make it work. I think you would also need to replace the CPU to make it function, and it likely isn't worth the trouble.