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ask up pipe question at Subie forum

 

Can't really give you a good explanation besides the fact that they are exhaust components. I would advise using the search function. It will probably yield better results.

 

Down pipe is an "L" shaped pipe where the shorter leg leads into the turbo and the longer leg leads out and to the exhaust. Up pipe is only valid on boxer engines (IE flat 4s on WRXs). Header is the exhaust manifold, it takes the waste air from the engine and leads it to the turbo in turbocharged cars or to the exhaust in N/A vehicles.