What do headers do on a vehicle?

The "Header" is the first part of the exhaust system from the motor to the rear of the vehicle. It collects the exhaust gasses from each cylinder, and equals the pressure on them by twisting, or turning around itself to prevent backfires ( or exhaust re-entering the chamber). It then flows into a catalytic converter to lower emissions, and this is also where your O2 sensor is located. It then flows to the muffler to quiet the noise, and then exits the tailpipe.