Heater Pump Valve - what does it do exactly?

[Saturbo]

Hoping you folks will be able to help me understand what's going on with my 98 2.8Sport?

I'm getting a buzzing noise from what I think is called the pump valve, just slightly below and to the nearside of the heater/cabin air intake. It will make the noise approx 10secs after turning ignition on - engine doesn't need to be running for it to happen
I followed some of the info from Elsawin and unplugged the unit from the car and sure enough the noise stops (you can actually feel the vibration when it buzzes though). I've been using the car while this is unplugged and doesn't seem any different so I'm wondering what it actually does now?

Am I dmaging something by running without this plugged in? Not throwing any CEL lights etc.