the egr port on ford heads is that port directly in the middle of the head on the intake side of each head. that port goes clear back to the exhaust valve, that's where the exhaust gases come from. as far as egr that's all you need on the heads.
If you're running the p heads, I'm not sure what intake you have. if it's an explorer intake, be sure it's the egr legal intake (96 and early 97) or your egr wont' work. if you're running a stock intake with those p heads, better think about porting it or upgrading, as it's going to bottleneck you bigtime.
as for the holes in the back, don't bother. In fact, it has no internal passages either for the bypass tubing in back, so having a machine shop drill those would do nothing.
ALL those holes in the back do is route fresh smog pump air into the heads when the engine is cold. That air goes straight through the head and out the headers and goes past the o2's. that fresh air tricks the o2 sensors into thinking the motor is running lean, so it richens the mixture up just while the motor is cold. when the motor warms up, the air bypass straight to the cats, and doesn't go through the heads any longer.
since you don't smog test while cold, that tubing does absolutely nothing for your emissions during a smog check. the worst case scenerio you'd have to worry about is passing the visual, for that, and even then you'd have to have a VERY ford savy tech to spot them missing. I just ran tubing straight from the smog pump to the cats and avoided the heads altogether on my p heads. If you must pass visual, jbweld, use a big magnet, your creativity and make it "look" as if the bypass tubing is really connected to the back of the heads, and that's all you'll have to worry about.