Yesterday, engine check light suddenly switched on while driving. I got it checked from 3s dealership, and they tested the ride through HDS. Finally, it was declared that the EGR(??) has malfunctioned!

I need to know what is the purpose of this device, and if it does not function properly, what harm may come to the ride if I drive with the warning light on? Being a specialized item, it is not available in the stock of dealership and they will get it from factory (Lahore) in 4 to 5 days. Can I continue to drive the car during this period?
This is the device (EGR) that was pointed out:

Civic 8th gen Engine Check Light is On! -351953