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Checked....no orange connector like that....do have a black one on the back side of the air box??
It's not part of the 'air box'. It's directly behind it in the upper right hand quadrant (facing towards to the front) of the motor compartment.
A lot of 'post' factory installs were done by 'enthusiasts' w/o the vacuum lines & solenoid. In that case the PSE would be on all the time.
It's sort of puzzling if you can't find the 'vacuum solenoid' or 'switch-over valve'. It has both a vacuum line tee and electric plug/harness attached to it. Are you sure you have the sport exhaust?
I attached a drawing from the Porsche PSE Installation Document. Hope that helps.
maybe mine was done diff??? I do not have that orange connector
Maybe you don't have PSE?? If you don't have the option list to verify you could look at the tail pipes - on the PSE the dual pipes have one side smaller than the other. If they are the same diameter, you probably don't have PSE.