Exhaust

Dont do any at home mods, its not worth the risk, there are too many potential problems and air flow issues and ... just things.

There are three parts of your exhaust,

Manifold/Headers
Midpipe
Cat-Back Exhaust

That X-Pipe is the midpipe, and yes it would make it louder...
Almost any aftermarket exhaust pieces will make your car louder, but its a lot of money