fuel pump assembly piece

while changing out the fuel pump, my son and I damaged the little red rubber tip that caps a pipe. I'm not sure what it does ? It looks like the cap to a wood glue bottle. I'd like to know what it is? what it does ? Do I need it ? If I need it where can I get it. I got stoned at Ford, Napa, and Advance auto parts.
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Thanks for any help. I've included a picture of the piece on the pipe in front of the pump.

Dave

So now I've learned it's the fuel return line, question still is "Do I need the little red piece at the end of the line. Or, can I get by with the one I have which has a tear in it ?

NowI've found out that it is a duck-billed check valve, but still haven't been able to find one !! Any help would be appreciated.