The downpipe joins onto the end of the manifold and connect to the CAT. If you look under the bonnet you will see the manifold merges from four pipes to 1 pipe and it it just after they have merged you will see the dowpipe joined on there.
Not a dumb question if you don't know mate, I wouldn't have had a clue about a year ago either but have learnt quite a bit from just reading forums, asking questions and fiddling about with the car.