Hi,
You must be referring to the air duct for the oil cooler. On non ‘M3’ (328is and later 318is) cars, which do not have an oil cooler but are fitted with the M tech/M3 bumper, BMW fit a blanking piece to the front bumper. This way you won't see the road (or a big hole) when looking thru the front of the bumper (if the M3 mesh/grill was fitted).
If you are going to fit the air duct you will need three pieces of plastic; the air duct and the two sidewall pieces. The sidewalls drop down either side inboard of the headlights, these then screw onto the duct, they are reasonably large/long pieces.
To really finish it, replace the two corner pieces shown in your picture and replace them with the moulded 'bump', M3 pieces and fill the gap with an additional moulded 'bump' piece, which joins these two pieces together. This is the start of the ‘under car’ aerodynamics. Basically, this moulded 'bump' will then run across the front of the car, forcing the air under the car to speed up and hence aid stability at speed. This can't be seen unless you are under the car, which is why I think you are referring to the air duct, (if you can see your problem when looking through the bumper mesh, when stood in front of the car). Sounds like a lot of messing around but if you've got the car stripped down as per the picture it is quite strainght forward really.