Check out the service manual section FE, page 4 I'd find a photo, but its a metal box surrounded by heat shielding, and 4 pipes coming out of it. Goes turboz | >dumps | >pipe>cat | >pipe>H-pipe | >pipe>muffler If it is a stock system, there will be joins / gaskets at the points marked by a '|' Check out the FSM if this is not clear.
Jay if you are near bulleen call past Wallards. My exhaust is off the car and you can clearly see it there.