For proper operation the Bowden tube must be sealed against the print nozzle. If there is not a perfect seal filament can get caught in the gap and cause underextrusion leading to weak and/or failed prints. Typically, when the tube is not sealed the printer will print fine for 45-60 minutes before it starts underextruding.
If you have not ran the machine the best way to seal the tube is to heat the nozzle up to 240C, tighten it all the way down, and then loosen it 1/2 turn. Inspect the end of the tube and make sure it is cut square, has no burrs, and no signs of damage. If the tube looks good, insert the tube in to the hot end, through the coupling, until it hits the nozzle and won't go in any further. Finally, tighten the nozzle the final 1/2 turn thus creating a mechanical seal as the nozzle is forced in to the end of the tube. The 240C heat will allow the tube to form to the nozzle.
If you have ran the machine and had underextrusion problems it is very possible there is debris in the throat. This debris can stop you from obtaining the seal needed. If this is the case, heat the nozzle to 180C and completely remove the nozzle from the heat block. Make sure you hold the heat block firmly so that it can not rotate (and damage the wiring) as you unscrew the nozzle. With the nozzle removed, cool the hot end to room temperature. Once cooled down, press the Bowden tube further in to the hot end until it comes out of the opening the nozzle screws in to. If the Bowden tube won't feed all the way through the heater block there is something in the heat break blocking the tube. Remove the tube and clean out the heat break. The easiest way to do this is to heat the hot end up to 240C and use a tool to push out any debris (in a pinch, spare / scrap bowden tube can be used, but due to the heat it's likely to damage the tube). Once the heat break is cleaned out treat it like a new installation and follow the steps above to install the nozzle and Bowden tube.
Due to the heat cycles and the operation of the machine it's possible that over time the nozzle will loosen itself and break the seal. It's best to verify the nozzle is completely tight on a regular basis to prevent this from happening!