I have a K & N but in the form of a panel filter, as i have heard that the z22se engine gets too hot and the bolt on types don't work too well.
anyway to help you out you normally get a pipe which fits in the front bumper some how by making a hole then cable tie the pipe to various points in the engine bay a point the other end of the pipe at the filter. That's the instructions i followed when fitting one to my prevoius car.