Stock and aftermarket exhaust systems are in multiple parts. First there is the pre-cat/downpipe, which comes off the turbo and bolts to the midpipe/flex section that runs under the engine. That midpipe in turn bolts to the secondary cat pipe, which is what this test pipe replaces. The exhaust behind the secondary is what you replace when you buy a "cat-back" exhaust. Unless otherwise noted, an exhaust system is a cat-back. This includes Borla, ZZP, etc. A "full" or "turbo-back" exhaust system would include all of the parts I've just mentioned. If I'm not mistaken, MPFab's Anaconda replaces the first three sections (so it bolts up to a cat-back and replaces the entire upper exhaust), but it is the only exception to the four-piece exhaust rule for our cars.
The main reason they are typically sold separately is that a cat-back is generally legal (with the exception of localities with noise restrictions) for street use, whereas it is against federal law to remove catalytic converters on a street vehicle. Thus, test pipes such as this one are always marketed as 'off road'.
The individual parts *— downpipe, flex pipe, cat pipe, and cat back — can be mixed and matched. The aftermarket components are designed to match up to both their respective manufacturers' other parts and the stock exhaust, and the result is that they all bolt up in the same places. For optimal results, you should match pipe diameters, but they will all bolt up to each other just fine. Since the stock cat-back is one piece, the same is not necessarily true for the individual parts of aftermarket cat-backs.
Sorry for the long-winded post. To alleviate any confusion, I just decided to make it comprehensive. If anything is still unclear, please let me know and I'll be happy to clarify. If you want to see pictures to help your understanding, most of the vendors on here have some good ones on their sites.
EDIT: ZZP's exhaust is a notable exception. They have an option to include a high-flow secondary cat, and from the pictures on their site it appears they do use a slip fitting rather than a flange that would match the OE exhaust. If you ordered ZZP's cat-back only, though, it should still bolt up to this test pipe just like it bolts to the stock cat. Basically, if you have either the factory cat pipe or a bolt-on high flow cat pipe that replaces just that section, you can use this test pipe.