On a turbocharged vehicle, a downpipe is a part of the exhaust system that connects the turbo exit to the catalytic converter. ... While it's generally accepted that installing a downpipe will add "just" 10 to 20 horsepower, that gain is noticeable anytime the turbo is engaged. It adds up to a big increase in performance.
An exhaust system is usually piping used to guide reaction exhaust gases away from a controlled combustion inside an engine or stove. The entire system conveys burnt gases from the engine and includes one or more exhaust pipes. Depending on the overall system design, the exhaust gas may flow through one or more.