on a w203, looking from the front its more or less top right hand corner (about 2/3 way up from front), it has a small black rectangular cover (with some writing on it, part# etc). Can be a pain to remove but I understand the black cover will come away to allow for cleaning, a more experienced member will have better detail.
To check and clean the ERG valve you don't have to remove it from the engine. On each side of the ERG plastic cover there are two clips. Carefully lift these and remove the cover.
The ERG valve should spring closed and be opened by the engine management system. Clean it up, removing all the soot and check that it springs closed. I put a very small amount of grease on the moving parts. When finished, clip the cover back on.
Hope this helps
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