Based on the fact that you're looking into modifying an import 4 cylinder suv, I figured you would be up-to-date on the short-hand. My apologies.
The exhaust manifold I am referencing is made by M2 Performance. It is available for purchase through ebay. It deletes the pre-catalytic converter that is located on the OEM exhaust manifold. The QR25DE that is utilized in the Rogue, has in its past, caused problems for previous generation Sentra SE-R's and Altimas. Deleting this pre-catalytic converter eliminates the chance of engine problems. It also does free up a decent amount of power.
There are two sensors located on the OEM exhaust manifold on the Rogue. The top is the air-fuel sensor. The lower is an oxygen sensor. On the M2 Performance exhaust header, there are spots for four of these sensors (top two for air-fuel, bottom two for oxygen sensors). This is because the Sentra SE-R (the car the header is made for) utilizes four sensors, instead of our two. All we would have to do is plug the two that are not used.
The last part of the paragraph is in reference to a wideband oxygen sensor. Tuners use this to tune the car. It reads the air-fuel ratio in the exhaust and gives a reading. The engine can be tuned for more / less fuel based on this readout. Turbocharged / supercharged cars typically need this, although it can be used for naturally aspirated motors as well.
As for the exhaust that lies after the exhaust header, the parts go like this: midpipe (which has a flex section and the main catalytic converter), the "catback" section (which starts just after our catalytic converter. This is the long pipe that runs almost the length of the vehicle) and, finally, the axleback (which starts right around the rear axle and ends at the muffler). On my '07 Sentra Spec V, I had an exhaust shop make me an aftermarket exhaust that replaced everything from the end of the header to the end of the car.
I hope this helps. If there are any questions / comments, feel free to ask

I sometimes type without considering my audience.