Follow the tube, your description is kind of vague. The A4LD has a line for the vacuum modulator that provides engine vacuum (from the vacuum tree at the intake) to a modulator on the passenger side of the transmission. Part of this line is metal and part is rubber tubing. Without this engine vacuum, the modulator will not function, causing a late 1-2 shift (2500+ RPM shift).
The trans fill tube sticks into the bottom of the trans housing and contains the dipstick. It is secured midway up by a bolt. If this tube comes free at the base, dirt can contaminate your transmission fluid.
The trans has a vent tube provision on top. Depending on your truck's history the nipple fitting on the top of the trans may or may not have a length of rubber tubing attached. This vent lets the trans breathe and vent. If the trans fluid is overfilled it may come out the vent tube. This tube should not dangle down because it could suck in water.
The transfer case has a rubber vent tube as well, which serves the same function, but is farther back.