The links for the following are in my signature:
For engine tuning, checkout the "Nitro engine basics with Ali Mansoor" videos on my YouTube channel.
For tuned pipe selection, checkout the ".12 Engine" section of the Nitro Knowledge base.
The set screw is used to attach the pipe to a pipe holder, which is a rod that sticks out from the car. See some of the photos on my Flickr page.
Hope this helps.