It's a black tube that falls down into the recess. After you grab it, you will see it hooks on the edge at the top. Kind of a bad design, but lots of cars have that system to get ride of water in the heater vent for outside air.
Your manual should show a picture of it or do a search.

 

Obviously (in theory, at least) at the lowest point - but they're not easy to see. The one under the brake servo is easier to locate.
See this thread by Wide_Tyres:

https://www.jaguarforums.com/forum/x...8/#post1965652

Perfect design for catching leaves, etc.