1.8 TDDI EGR Pipe? (Ford Focus)

[RJP001]

I have a Mk1 Ford Focus 1.8 TDDi. I've only just noticed that the pipe which appears to run from the Air Filter Box to the (what I think is) EGR actuator on the bulkhead was disconnected. What does this pipe do and what effect would it have on being connected/disconnected? Is disconnecting this the quick way to disable the EGR valve from functioning and maybe why it was done?

Thanks,