Building headers is fairly easy. Make all your cuts on the axis of the u bend. Each individual primary tube will be built in pieces. Bolt your head flange to the engine and find where you want your collector to go. Make a jig to hold the collector where you want it and route your tube to it.
Keep in mind, the rest of the tubes have to go somewhere and the general length of each tube. Just tack the pieces together, 1 or 2 tacks, as you go in case you have to take them apart to reposition. I shove a tape measure down the tube to try and get as close a reading as the other for equal length. If it needs to be longer, put another bend in it. Doesn't do any good to have one tube 1&1/2' longer than another one.
When you envision the layout, you can tell which tubes kinda have to go where. The farthest tube from the collector should have the most direct path, etc. Example: Looking from front of car, the front tube should end up in the upper right corner of the collector of the pass side collector. This is the shortest distance for the longest tube. The second tube should be in the outer top position. It will have to wrap under or over the first tube which will roughly make it the same length as the first one. Because it had to bend over/under the first tube, it got longer with the bend in it. The third tube ends up in the lower outer postion, etc.
If you want to get totally equal length, it can get pretty involved in the routing. Close is good enough for a street car.
Don't worry if it looks like a pile of spaghetti, most good sets look this way.
After you get each individual pipe tacked together, and it looks like you have sufficient clearance everywhere, unbolt the flange and see if you can remove assy all tacked together. If you cant, see where the problem is and try to avoid that. (Sometimes it is not possible because of build requirements.)
After removing assy, cut the tacks loose on the flange and collector so you have each pipe separate. Weld up the seams on each pipe. When that is done, put the flange back on head and position all the pipes back in their respective spots with the collector in position. Tack the pipes to the head flange first. Then I take a large hose clamp and put around the tubes at the collector. Then remove collector. Weld the four tubes in the center to hold them together.
Remove assy again. weld inside the flange openings without getting weld on the gasket face of the flange. (The tube will have to be centered in the flange opening.)
Weld about an inch up between two collector tubes from the end of tubes towards the front. (You should do this between every connecting tube.) Weld the ends of the mating tubes together so you don't have any exhaust leaks after collector is welded on.
When this is all done, position collector where it has to go and weld all the way around it.
If you have done it properly, it shouldn't leak. :D
I need to do this with pictures and get paid for it. lol