How do headers connect to the exaust pipe without welding? What parts do you need? And how do you measure the size of the exuast pipe (or any pipe)? Is the measurment taken from the inside or the outside?

The header(s) should have a 3-hole bolt flange at the end of the collector. (some race headers do not have a flange, these were never intended to be used with an exhaust system)

Exhaust pipe is measured on the OD.
DD