This is a hot-end bowden coupling. The PTFE tube will guide the plastic. On the ends of the PTFE tube you can have a M6 nut that will be held captive by this coupling but it can be removed sideways.

More information on the bowden extruder can be found here:
http://reprap.org/wiki/Erik%27s_Bowden_Extruder

Rustyspoon also made a version (thing:2825), but it uses more plastic than needed and the STL is not oriented for correct printing. Otherwise, that one is a robust one that you just need to rotate before printing.

This is the MINI-Mendel version. For another version, change the bolt_distance value to reflect that of your mounting point.

For a Mendel-version, see this thing:
http://www.thingiverse.com/thing:2221