both p5's have the OBX 4-1 header. This is HIGHLY recommended since no car with a stock exhaust is available for fitting. Just from a measurment stand point there should be no problems with it though...I know the wagner shorty, obx, and Racing mazda headers will work...ES header WILL NOT work. Anytime you cram that much air into the motor you have to have some way to get it out or you'll pop the headgasket.
All kits will come with a FAL slim fan, blower, charge piping, relocation bracket, blower bracket, haltech f10x, bypass valve (2 options on those), hose and clamps, vaccuum line, T's, etc etc...everything needed to do the install in your driveway with basic handtools in a few hours with no jack or stands needed.