Saddle valves( that small funny looking fridge or humidifier valve) almost always have a small plastic or copper tube running to your fridge or humidifiers. They provide the water and a way to shut off the water .
What you should know is they are not very reliable and often leak. Installation is done by drilling a hole into the water pipe and clamping saddle valve over the hole. There is only a small rubber gasket keeping leaks away. In used saddle valves should be removed and pipes repaired.
This type of unit often leaks from the gasket or the small hole in the water pipe will plug up. Best solution is to replace saddle valves with a permanent 1/4 inch valve connect directly on to water pipe.