The Cummins already has an oil cooler in the oil cooler housing where your oil filter spins on. Some run an auxiliary piped into that plumbing.
There's a couple of 1/4" pipe plugs in the side of the block on driver's side, one about center and the other towards the front close to timing case, below injection pump. These are hi-pressure oil gallery plugs. At the center just behind the middle plug there's a 'freeze plug' in the block, and cast-in threaded bosses there. Cummins makes a bypass oil filter and that freeze plug is popped out and threaded bosses accept a casting with return line fitting, held in place by 2 bolts, with an o-ring between casting and block over freeze plug hole. It's possible to fit auxiliary oil cooler plumbing there also.
Like Bob said, don't need it for normal use at all.