Pretty simple just remember:
1. Does the new header require removal of the exhaust gaskets? You'll have to dig the old one out with needle nose pliers. Use new ones if needed. Some do some don't.
2. Fit the full system together before snugging the bolts.
3. Snug the bolts at the engine head equally, don't tighten one then the other.
4. If your new pipe is Ti, don't touch it, use gloves.