Oil catch can

I've put one in and have a question. Right now, the hose comes from the top front of the valve cover to the can but not from the can to the air filter box. Does it need to?

It should.

Under normal conditions, that hose/tube is an air INLET tube. Air is supposed to be drawn into the crankcase through that tube, to replace what's drawn out by the small CCV tube at the rear of the valve cover.

For practical purposes, if you have enough blowby that you need a catch can your system is probably working in reverse and the tube open to the atmosphere probably won't be drawing much (if any) unfiltered, dirt-laden air into the crankcase.

I'll reattach a tube to the air filter box then. I was smelling a little bit of exhaust.