Shimano Deore SIS Shfit Cable Set

Hi - I'm replacing my gear cables on my bike and have purchased a Shimano Deore SIS Shift Cable Set. Apart from the obvious inner and outer cables and the end caps etc there is also a sealed cap with tongue and rubber shield which according to the diagram should be installed to the outer casing stopper of the frame. My current cable doesn't appear to have this - is it vital? cos I can't work out how to fit it! and can't find any help re this anywhere else on the net.
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