Merry Christmas André,
You are right; the 'box' or instrument casing is connected via a hose to the suction pump. The air is sucked out of the instrument and there is therefore a flow of 'replacement' air into the instrument. This arrives from the ambient cockpit air via a filter built in to the instrument case and is then forced through the nozzles that impinge on the 'buckets' that are carved into the edge of the rotor-wheel. The reaction to the airflow causes the rotor to spin.
So, as you say, there is not really any high pressure air upstream of the instruments but rather a low pressure downstream, causing the air to flow into the instrument.