Depend on year,make and model,some exhaust pipe come with the converter welded on it,some come seperately.
It should come on the car, or already be on the car, unless you've got something fishy going on there. They don't need replaced until they either stop filtering the exhaust or break apart, or become clogged.
It depends on the exhaust system you're buying. Most aftermarket exhausts are referred to as cat-back meaning it replaces everything from the catalytic converter to the back of the car.
