[Christ]

It can, but probably won't, unless it's CARB certified, which means it's been tested for functionality by the People's Republic of California's Air Research Board.

Any CX/VX exhaust manifold and catalytic converter will bolt on and function. The HF (2nd gen CRX) manifold also works, but then you need an HF catalytic converter, which will not work in your "State" due to emissions restrictions.

Your intake manifold is stock, the stainless mesh thing is just a filter. While it likely will not pass emissions spec in your "state", it's easy enough to replace with stock parts. You will need a stock airbox and intake "tube". It's a rubber pipe that runs to the manifold (where the right end of that silver tube clamps on) at the throttle body. The air box bolts down behind the right headlight (seated in the car, left side as you're facing the underhood area).

You can usually get the CX/VX header pretty cheap, but sometimes not. Depends on the moon, really. They're great to make turbo headers from for guys that mod their cars, so prices fluctuate on them from time to time. If you're willing to buy new, just get a new VX header and catalytic converter and sell the header, converter, and mid-pipe that's on your car. Chances are, the whole exhaust will need to be fitted as stock parts.

However, if you look at your header/cat combination, and there are C.A.R.B. tags on them, you'll be fine and it will still be eligible to be tested in your state. A header/exhaust won't necessarily stop you from getting great MPGs, however, if you go into super-hyper-miler mode, it might work against you slightly. The difference is probably negligible, though.

FWIW, on my 3rd gen Civic sedan, I saw a either no change or a slight increase in MPG when I added a header and full 2" exhaust. The engine was tuned more for output than MPG, though.