Can the filament tube be outside of the nozzle? I bought a few new nozzles expecting them to come with that little tube that comes out of the nozzle. They didn't come with them after all, so I tried to reuse the tube I originally had in the printer. Turns out my old tube is 4mm OD and 2mm ID, but the new nozzles have 2mm holes for the tube to go in. I use 1.75mm filament, so it seems like to be able to fit the filament through the tube would be impossible barring a tube with an 0.125mm wall. 

My question is, can I put the tube outside of the nozzle? That is, not stuck in the hole for the nozzle. In theory, the tube would still direct the filament into the right place. It looks like that might be the point of these new nozzles, since it seems so unlikely that someone would be able to stick a filament tube in the nozzle. 

If not, where can I find the tubes I need? I've looked in a few different places and I can't find it. Or are the nozzles useless, and should I return them? Thanks for the help.
Let me clean up a little nomenclature
The PTFE tube is either a Bowden Style Setup delivering the filament from the extruder down through the cool-end and to the heatbreak or just a liner in the cool-end and heatbreak for direct drive. In both cases they are to prevent clogs. In most setups it is not pushed into the nozzle which is in the heater block (they exist, see below).
The liner/Bowden tube guides the filament through the heatsink and into the proper Hotend/Meltzone. In the better designs intended for higher temperature like ABS (see left half), it ends in the heatbreak. This also has the added benefit of having less chance to leak if the tube slips a little bit.
Simple setups (see right half) butt it against the nozzle and thus limit the temperature range. This kind of butted setup can lead to leakage if the tube slips up. In either case, it is no problem to reuse the PTFE tube when changing nozzles, it is even advisable in the case of a Bowden setup as it might change the length of the path.
The nozzle is usually screwed into the heater block from below, and for best use, one screws it against the heatbreak in a heated state - this is called hot-tightening.

If you somehow end up destroying your PTFE Tube, you can get them under the keyword PTFE tube, Bowden tube or Pneumatic PTFE tube on the internet.
PTFE inside the nozzle?
Yes, these exist, OP has them, they look like this, and are not what has become the industry standard. 
I can think of no good reason to put an PTFE Sleeve into the nozzle, but someone did it, and it sis a valid approach. However, I see several problems with it:

the PTFE tube degrades if pushed deep into the melt zone and can lead to clogs.
the added PTFE is not a very good at transmitting heat, thus reducing the effectiveness of the melt zone. This can lead to needing either much lower printing speeds or a much higher printing temperature to achieve good prints

It should be of no issue to convert from this style into the butted-style (right) just by using a short length of PTFE in the heatbreak. I would prefer though to combine it with a heatbreak where the PTFE ends and making this what is commonly referred to as an &quot;all metal hotend&quot; (left).