a flex pipe goes on the exhaust right after the header correct?

 

It can go where ever you want it to. However, it is most often used at the joint between the header and the cat.

 

Yep. It reduces the chance of u cracking ur header when the motor flexes. Most h22 swap or turbo setups have them. I didnt have one on my h22 swap and my header slightly cracked. But its only temp until i boost.