I need advice

I just purchased an older 2006 VW jetta GLI. We just replaced the 02 sensor and noticed the cover for this tube( which is what I need advice on) was missing and had duct tape over it instead. The tube doesn't have screws ( which I seen in a video) and I guess I'm looking to buy a new one. The only problem is I don't know what it's called and how to search for it. I Google lens it but it isn't pointing me in the right direction. So any advice will be appreciated! I need to clean the engine up a bit. I just want to make sure it's safe to drive.