Not sure if there is a post of this or not yet for I do not know what part this is. I am asking for MY 94 626 ES V6 2.5L Mazda does not have this hooked up (the entire 'plug' and cable is missing. All that is there is a port), I am wondering what it is and what it is for. Thank you.

 

Easiest thing to do on odd issues like that is try looking-up what should be there:
Mazda Parts - Authentic OEM Mazda Parts direct from Jim Ellis Mazda | Jim Ellis Mazda