I'd plug into your OBDII and see if any faults are being thrown that might indicate where that connector goes. Also, maybe take a peek at this article here, possibly figure 16 that might show where it's supposed to go:
MINI Cooper Performance Intake Installation | Pelican Parts DIY Maintenance Article. I'll do some more digging and see what I can find to where it might go as well. Let me know if there are any P codes present in the system.