There's a pipe sticking out of the radiator. Is that for draining air?

If you mean at the top then there should be a pipe from the radiator neck to the coolant reservoir.

I'm pretty far away from my car but it's a pipe with a blue cap that says H on top of it, and if I take off the cap it has a valve, just like the ones from the wheels.

Man, that's a valve for the aircon high-pressure line.
Don't touch it!

As maZZda says, it'll drain something, quite quickly, and it's not air!

Also it should not be going to the radiator but to the condenser for the A/C- which looks like a radiator (which it is, but for the A/C refrigerant), is possibly silver-coloured and is mounted in front of the engine coolant radiator, which is likely coloured black.

You may also find another valve cap on another pipe, likely with a "L". That's also the A/C, low-pressure side- don't play with that either!

Patrick