Hey there. I've got an 02 Sonata V6, but I'm pretty sure the setup and design are the same. The Purge Valve is located at the back of the intake manifold (the big metal piece in the back of the engine, looks like six tubes molded together). The purge valve is behind that. I'm not sure if it's straight or elbow on your model. On mine, it's straight (a circle, one side has one valve sticking out, the other side has a valve and an electrical connector).
To change the purge valve, you have to pull out the two vacuum hoses and the electrical connector, and reconnect the same hoses and connector on the new valve. To swap:
(1) using pliers, squeeze the clamp on the hose so that it's not securing the hose;
(2) pull that hose out (it's going to be tough, but show no mercy);
(3) on the other side, do the same thing - pliers to move clamp, then pull hose out;
(4) pull the electrical connector out (be a little careful with this. The electrical connector may be brittle. You might do better using a flat head screwdriver to force it out.)
(5) Push the purge valve towards the driver side (the purge valve has ring around it so that it locks onto a bracket that holds it in place. That ring just slides off.);
(6) Keeping the new purge valve in the same orientation, reconnect all hoses and the connector;
(7) Slide the purge valve ring onto the bracket;
(8) Using pliers, slide the clamps back into place.
Hopefully, that helps.