2.5" downpipes will bolt up no problem to stock set up.
For the exhaust (on the SHO), stock has a cat on each downpipe, then a third cat on the midpipe portion(dual in dual out) and then the stock resonator (dual in dual out), then goes to the back. Not sure on the explorer sport if its the same, as the SEL taurus with 3.5L and AWD only get dual pipes at the rear and have a single pipe for midpipe, no clue if your explorer is truely dual or not.
Either way, if you want a little more growl, you can cut out the 3rd cat, and resonator, and replace that section with an X pipe. I left my 3rd cat, due to not wanting to tune for it/shop not wanting to cut it out, and it still sounds nice with the resonator replaced with an X pipe, and Summit Race mufflers in place of stock.
But, stock, there should be a resonator (which is basically a muffled X pipe, and the 3rd cat) if you have a true dual setup