Legally, the exhaust must exit behind any doors or open windows. On a Buick regal that could be in the small area between the back of the door and the rear tire. On the S-10 it would be the same, behind the doors/cabin and any windows that open. Legally you need a cat (unless exempt), but you don't need a muffler in the exhaust. The turbo is considered a muffler.
Hope this helps you.