Lol Sry ngj, but you are clueless and plan on modding your car. I suggest not. Ima try to clear things up for you real fast.

You ordered headers.
They attach to the E x h a u s t M a n i f o l d.
The headers come with gaskets to go inbetween the two. They suck dont use them.
Now on the rear header there is a flex pipe that tends to leak. This should be cut out and replaced with a new one.
After the flex the downpipe that comes with the headers dips low and will often hit things.
You cant just order a downpipe and replace the flex and downpipe that comes with the headers.
You would need someone to weld in a new flex and fabricate a downpipe or cat if you want one to replace the one that comes with the headers.
Also if you dont plan on using a cat then you will need to tune your pcm so that you dont get codes and fail inspection.
I suggest just putting in a cat because you dont know what your doing.
Also you will need an o2 sensor extension because the o2 bung for your rear o2 is farther back the the stock o2 bung so the o2 sensor will not reach without extending the harness.

I suggest reading and learning alot more befor attempting to make your car faster. Maby start by doing some exterior mods.