Likely this job is too involved for average customer at home, most will need to hire good mechanic. But for those who will plunge ahead and do it anyway, here is an outline of the process. More details are in the factory service manual. READ ALL OF THE STEPS before you start, might be a tool you don't own and need, and/or you might decide to hire a Pro.
Step 1. Create the necessary space under the hood. Remove black metal cowl panel at base of windshield to create the space needed to pull factory downpipe up once it is disconnected, and lower the bigger replacement downpipe down into place. Close up of this black metal cowl panel in third picture below. This process starts with pulling off rubber seal that runs all the way across back end of hood. Remove caps at base of windshield wipers, pull the windshield wipers. Pop plastic caps at base of windshield to find nuts that hold plastic panel that runs the full width. Notice from our pics below that big plastic panel running full width is actually two sections that reveal a separation when you go to lift them. Remove that full length plastic panel to get access to black metal cowl bracket (if you have shock tower brace then remove it first). Fourth picture showing you need to gently move the lines running along firewall to get the black cowl panel removed. Finally, remove the black metal cowl mounting bracket shown here in third picture.
Now get the car on lift ideally (or safely on jack stands).
Step 2. Remove engine lower shield, result looks like this with shield removed.
Step 3. Notice the slave cylinder, pictured here:
Step 4. Disconnect slave cylinder (2 bolts), let it hang free as you see in second picture below. Remove the M6 nut that holds the O2 sensor line, which is about 5 inches from back end of the sensor. Now take out the O2 sensor from the crosspipe. Be very careful, the O2 sensor is delicate and easily broken. When you put the O2 back in, be sure the wires are not pinched at a hard angle because the sensor breaths through the back of the sensor.
Disconnect the black painted metal deflector shield in front of slave that protects slave cylinder from heat.
Step 5. disconnect midpipe at arrow below (two bolts).