Sort of :S Its hard to explain without showing you, so I will attempt to show you..let me know if it makes sense
So the above image is just showing what a cold air feed looks like and where it is in relation to the open cone filter. As you can see it is right next to the filter so the intake benefits from the "cold air feed"
The next image shows an open cone filter on a 1.9 tdi. As you can see one end of the cold air feed pipe connects from the original airbox inlet for cold air, and the other end is positioned just under the cone filter, this is great as it uses what is already there.
Another
ibiza engine bay, again this picture shows the cold air feed pipe "silver pipe" coming from the upper vents of the bumper to being positioned just next to the cone filter.
You don't have to have a "real connection" for a cold air feed pipe, you just position it where you believe it is most beneficial and effective. And then normally, most people just hold them in to place with zip ties.
Personally I would try to connect it to the original air box inlet, or sat behind one of the upper grilles in the bumper. You can like I said previous bore a hole and use a flanged pipe in the bumper, I don't like these personally, as they are open to the elements and its easier for water to get in, especially if you are using a sealed cold air fed induction kit. Last thing you want is water in your engine.
The sealed units work in a similar way, the cold air feed pipe is just connected to the filter housing instead, but you still have to position the pipe in order to get a cold air feed. As shown in the picture above. But like I said sealed filter units do not give you that bellowing noise that an open cone filter does, so I would go for an open cone filter if that's what you want.
Last picture is showing a flanged cold air feed pipe bored through a bumper.
Pictures are compliments of google images! But believe most are from this forum, so thanks whoever they are!
Hope that helps mate!