JBaja has an automatic too! 
With the turbo you will not have to add header as it's already included.
You don't "have" to add a header with a Stage II SC...in fact, there are benefits in not doing so: first, you retain the superior integrity of the OEM manifold (no leaks, no cracks, decent flow, warranty); also, you don't really sacrifice much power (headers are useful, mostly, at higher RPM).
My DDM Stage II does just fine with OEM manifold and cat and a Magniflow cat-back ( and, since my car is an '06, I retain a 120,000 mile warranty on the cat).