The exhaust system consists of your tail pipe, muffler, exhaust pipe, and catalytic converter(s).
These should be visually inspected annually for pinholes and rust. Safely slide under the vehicle when it has been sitting for a while and is COOL to the touch. Then check to see if the exhaust system is loose from its attaching brackets or rusted through.
DO NOT touch the exhaust system, tail pipe or muffler, when hot.
Later, as you drive, listen to see if your car sounds unusually loud. This is a sign the muffler or entire exhaust system has a hole or holes in it.