Most people wait until they're pretty serious into modding their cars before installing aftermarket headers. If the headers are from your friend's stock STi, they're probably pretty similar to the ones you already have and they're pretty useless. If they're aftermarket equal length, you might be able to sell them for a few bucks, but otherwise, you could probably just take them to a scrap yard and get a few bucks for recycling the metal.
The mid pipe is the pipe that connects the end of the downpipe to the "axle back" portion of the cat back... so, no, you can't use a Stage 2 map with just a mid pipe - especially if it's just the stock pipe from an STi. You would need an aftermarket downpipe (with or without a catalytic converter) and any combination of mid pipe + axle back (a.k.a. cat back) - even stock - to install a Stage 2 map and benefit from it.
If you have the AP, you can reflash to a Stage 1 map at any point until you get an aftermarket downpipe.