You can patch it onto the pipes you use to mate the intake hoses to the filter, or just leave it next to the filter. Be creative. BTW I am assuming you are talking about the vent line coming off the filler neck on the driver's side valve cover.
I'm pretty certain thats just part of the egr system, PCV Breather tube i think it's called. Mine started spewing oil and ruining air filters, so i stuck an old school valve cover breather on top of the valve that line came out of and swithced to a K&N:shrug
i seem to recall there being a small port on the K&N filter itself for just this purpose. you should just be able to plug the breather hose into the filter. if not a breather filter would probably be fine too.