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Thats the screamer pipe, it connect to the wastegate
Correct, basically how a wastegate works is , when a certain (max) boost pressure is reached, boost pushes a diaphragm that in turn opens a valve, this valve (the wastegate valve) is held closed by a spring, and when pushed open, releases exhaust gas that is normally forced through the turbine housing of the turbo.
The effect is to divert exhaust gas so it will bypass the turbine , and thus NOT continue to drive the turbo and generate boost once the max desired pressure is reached, in factory turbo cars this wastegate gas is fed back into the exhaust system for silent and legal operation.
For less exhaust flow interuption, and maximum performance, some people with race cars, opt to not plumb the wastegate gas back into the ehaust system and disturb flow, instead, they just vent it straight to atmosphere, this allows for a more exact exhaust design, and a minimal performance improvement, but such direct wastegate venting of exhaust, creates a loud noise through such a short un-muffled pipe, hence the term "screamer pipe".