Passing smog

Ok if i was to get headers would my car still be able to pass smog? Cause i heared some people say that headers will make you fail. And also if the headers come without the sensor hole can you just drill a hole and install the sensor in them yourself or will it be messed up and the check engine light will come on?

I know that when you put headers on your car you CAN still pass....im not to sure about the sensor.