the EGR system is used to re-circualte exhuast gases when on constant throttle positions (very basic on the L-series)
Over time it results in a build up of oily crud in the inlet manifold.
Most blank it off to reduce this, and when the valuve gets too gumbed up it can give erratic running on contantl trottle. there are no outright perormance improments to be gained from it.
T into the boost pipe from the Map sensor, on the back up the bulkhead.
You can up it to 19PSI dont go any higher tho as it is going to cost bhp and in the long run the turbo will fail. However there is no real point unless you have done a few tweaks first, (remap or different inejctors at least) as without extra fuel to burn there is no much extra point in having extra air - unless of course the wastegate is 'lazy' and you are running sub OE boost levels