I think you are talking about the pipe that feeds the ACD, and as you will of had to disconnect it to swap it to your new T Box then yes you'll need to bleed the system. Not too difficult, you'll need ATF fluid (reservoir is in the boot),all four wheels off the ground and a friend. You'll need the friend to drive the wheels at about 30 or so MpH whilst turning the steering wheel, as the ACD system doesnt engage when travelling in a straight line. Then undo the bleed nipple on the T-Case fluid and air should come out, when you get a steady stream of fluid coming out, close off the nipple and you're done! I did the rear diff (2 bleed nipples) at the same time to ensure there was no air in the system.