your MAF is the mass air flow sensor. its already attached to your airbox. its the square (maybe circle cant remember on CE's) piece with a plug attached into it before your stock air box. that NEEDS to be attached to your CAI, otherwise your car will blow smoke n puff away n die alot, unless you go get a MAF'less tune... got a spare 1000$?
oh, make sure you DONT break the wires inside of the MAF... there should be 3 running accross it. break one, you gotta buy a new one. they are like 0.5mm in width...