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Goes to the evap canister in the fender well. It collects gas vapor from the fuel tank when the car sits and sends it through the vacuum system to be burned off when you run the car. Or something along those lines. If you have emissions testing where you live you'll need it. If not, you can delete it. Plenty of threads on how to with a search.
If you park your car in a attached garage I would leave the evap system in place and maintain it, unless you're a hard core gear head who enjoys smelling gas fumes in the house.