HELP,2005 D3 4.2 TDI smoke after parking up??

[R055Y]

I'm on holiday currently so would realy appreciate some quick replies!!

Drove down here no problem, in fact to drive its perfectly fine...

Just nipped out to do a shop...parked up at the supermarket and noticed a smell...

Got out and and theres smoke comming from the front drives side under engine behind front wheel...pulled out the drivers floor mat to kneel down on and notice theres a PIPE looks aluminium pertruding throught the engine tray.

Smoke was comming from that...I remember it from when I did the oil change few weeks ago....when I removed the engine tray I had to line it back up..and at the time wondered what the hell it was for....
We have had bad snow and although I alway raise the suspension to high in some places it was high in middle and so snow would be hitting the car...but i'd expect any to have melted due to heat of engine...
I checked the oil level and topped up as half way between low and high drive back to our 2nd home and parked up and rechecked for smoke...nothing??

So what is this pipe for? Its defo not air con...bit worried so need some reasurances please....

Rossy