From my understanding this car, much like my previous car has 2 cats in the exhaust sytem.
1 is located directly after the turbo- this can be removed with a catless down pipe. A down pipe with a high flow cat can also be used.
The second one, which I consider the Main cat is located down stream in the exaust system. Located below the shifter area. This is where you would put your "cat-back exaust".
If you remove the first cat with a catless down pipe you will still have your main cat in place. This might allow you pass emissions, if you have the thing that fools your cars computer ( aka some resisters after the O2 sensor). My previous car eliminated the "pre-cats" with open headers, but I still kept my main cat in place. With this set up, emissions were passed.
If this really is your first mod and your not familiar with cars, I dont recommend doing the down pipe. Go with something easy like a cat-back exhaust or a new Top Mount Intercooler. Both require only basic knowlege, they are easy to get to and provide results.
You wont have to worry about emissions or check engine lights.