From your description I take it you're after the warm air hose?
That's VW p/n 037129627E or then just go to HVAC place and buy heat resistant aluminium flex hose 51mm dia x 315mm long and two jubilee clips. Connect one end to warm air inlet at the filter box, the other end to the corresponding "outlet" on the exhaust manifold cover.
BTW the tube not connected does not mean anything is blowing out.... The steel tube on the exhaust manifold cover is merely there to keep hose in place. The inlet on air filter box is only opened with cold engine as to suck in pre-warmed air from around the ex.manifold.
Petrol does not even freeze without it either really (unless you got water in your tank), not in English winter.......