It's suppose to be on the smoke making machine (sold separately)
There is a hole just under the battery box. Put the tube inside this hole and switch on your fog machine. Then the fog will come from the teeth of the skull.
Check in the back near the bottom.
You will need a fog machine also. then connect the fog machine with the tube to the back of the skull.
You need a separate fog machine.
There is a tube you need to purchase, also from Home Depot, and the you hook it up to the skull from the fog machine.