[Christ]

It's the brake booster vacuum line, and the gray plastic thing in it is the check valve. If you have a 12V vacuum pump, you can suffice with using it instead of running that to the motor. However, you would normally just either plumb that into the manifold somewhere (remove the manifold and drill a hole if you have to, then install a nipple) or plug the end of the hose and get used to driving without power brakes. (It's really not that difficult.. even easier if you just remove the booster altogether.)

I'm not recommending it specifically, but it's an option if ever you feel like it.

Basically, if the XFi wasn't equipped with a power booster, you'll have to drill a hole for the line in the manifold, though. If it was, you'll just have to plumb that hose to the manifold's vacuum nipple.