The Heating Pipe is a makeshift tool Lara uses in the Gulag prison of the Soviet Installation of Rise of the Tomb Raider to escape. She breaks it off the old radiator in her cell.
After acquiring the Heating Pipe she can use it to break through the wall to the left into the office beyond, just as she would use her Axe. In the office she finds the Recurve Bow and Rope Arrows.
After she used the Heating Pipe to break out she discards it for her Axe she finds in one of the Lockers together with the rest of the gear Konstantin took from her when she was captured.