Looking at the pics, that should pull right off along with the white line next to it. There may be some sort of retainer or clip on the back side that you can't see. If it were me, I'd pull somewhat hard on it and see what happens.
I'm not too familiar with the Fords, but the GMs work similarly. No vacuum puts all the air to the defroster. I'd give a good listen up under the dash to see if you can hear a whistle. Also, a hand vacuum pump might come in handy to test the line from the engine to the interior.