Hi,
First of all you make sure that your document types and item types for EGR process are in place and mapped properly. There are no separate configurations required for EGR process, you check if your Standard BC Set is activated for the same or not in tcode SCPR20 BC Set is /SCWM/DLV_INBOUND_EGR
Hope your system integration settings are in place and your other inbound and outbound deliveries are working fine?
Regards
Anoop