there are two parts to the exhaust system.
the downpipe (including sports cat) this generally runs from the turbo to the centre of the car. this is where you will get all your power gains and a deeper burble, nut not to much louder.
the Catback part runs from the centre of the car all the way to the tail pipes. this part contains you silencers etc and gives you noise and that's about it from my experience.
the turbo back exhaust (TBE) is both the above parts together. If you go stage 2 you have to have the downpipe at a minimum.
I did the full TBE on my octavia and ST. but not in the one go, i always went for the downopipe first, followed by the cat back. this time i wont be getting a cat back at all.