The upper PTFE feed tube is optional. It helps to align filament when loading, which can be difficult with rigid materials like PLA. Place the PTFE tube sharp-side down, so that the contour fits between the idler and the roller.  For an advanced maneuver, try “hot-swapping” your filament. Put a new length in as the last one is just ending. This is risky, especially if you have high retraction set, but fun.