The holes in the bumper near the fog lights should have air ducts that direct air on to the brakes.
Looks like there are two types, M-tech and non M-tech bumper ducts, I think the M-tech ducts have a bend in them.
51718156251 = left side non M-tech @ Price: £6.61 each
51718156252 = right side non M-tech @ £6.61 each
51712233361 = left side M-tech @ £15.24 each
51712233362 = right side M-tech @ £15.24 each
Just in case you wanted to know.
As for the cold air feed you could de-baffle the air filter housing as said and if you still want to feed cold air via some piping duct afterwards then as others have said just be careful you don't suck in any water or anything really so a pair of tights or even a wire mesh would be a good mod to the end of the duct but remember a wire mesh nor a pair of tights over the end will stop water getting inside. HTH