Sweet.
Protega, huh?
Does it have gaskets (head and donut)?
Do you have a CEL fix identified?
Consider an underdrive pulley to help restore the low end loss from the header.
Do you have anti-seize for the bolt installation?
Do you have impact (air or electric) for removing the bolts?
Do you have PB Blaster to spray down and soak the bolts?
Do you have a O2 sensor socket to remove the O2 sensor?
Remember to check bolt torque after a hundred miles.
To install:
-Remove the first O2 sensor
-Remove the radiator (time for new coolant?) Disco the bat for safety.
-Remove the old manifold and clean the head. Scrap some carbon out.

-loosely connect (just a couple of threads) the EGR tube
-loosely connect the head bolts
-loosely connect the exhaust pipe (outlet)
Torque to spec the head bolts
Torque the exhaust pipe (do not over-torque!)
Torque the EGR tubing
Install O2 with anti sieze as well.
Clean the header REAL good. Real good. Any oily finger prints will 'burn' into the header in pretty colors. Forever. Clean real good. (There! I TOLD you THREE imes

)
Fire it up and look/listen for leaks. Oil and crud burning off is normal.
Drive it and enjoy the new found POWAH!
Check bolt torques (all) once cool.