Oh yea, if you already have it, it won't hurt anything that I'm aware... you may also want to swap over the CCRM as well. It's the box on top of the radiator that has about a 50 pin connector tied to it. I'm almost certian you need to have both of those compatible.
92's were weird years... and I've never seen one with an EGR. You should also have a little sticker inside the passenger side door jamb, up near the top hinge... white, square, about an 1" big... should have that code on it.