This hose tells the injection pump what the intake manifold pressure is so that it can adjust fueling accordingly... specifically: the pump increases fueling when the turbo adds boost.
You should be able to find a pressure outlet tube on the intake manifold... on most AAZs I've seen its right at the base of the flange that the rubber turbo hose connects to, on top of the intake manifold. Follow the rubber intake hose from the turbo to the intake manifold and then look at the base of the bolted-on part of the flange... you should be able to find a short tube that the other end of the hose connects to.
Incidentally , the same cloth-covered tubing used between injectors will work for the connection between the intake manifold and the IP *and* that's the same hose you would connect to a boost gauge using a tee.