the uppipe is the piece that connects the exhaust manifold to the turbo. the stock uppipe has a pre-catalytic converter in it, which is poopy for air flow. You cannot safely increase boost levels, nor will you be able to full maximize airflow without an uppipe. The downpipe is the piece that connects the turbo to the actual exhaust. It contains a catalytic converter as well. Here you have two options, you can replace the downpipe with a catless version, or you can buy a Highflow cat if you dont want to change your DPs out everytime you do emissions. Finally, theres a midpipe (has a cat) and you muffler that you can also replace, again to maximize airflow.
depending on how cool your dealer is depends on your warranty. i would suffice to say if you had a problem with your turbo and they saw you had an uppipe, they wouldnt keep it under warranty, but thats just speculation.