That is a very broad question that can't really be answered in a concise manner. Check out
www.howstuffworks.com and click on the autos link. You'll see how much info there is.
The real grit here is that those add-on parts might not add any power depending on your current engine setup. Its hard to explain, but all of the parts of an engine are tuned together. The factory makes compromises based on noise, MPGs, reliability, etc, but for the most part they are very well tuned and matched. Adding those parts might add 5 hp, but they'll remove drivability and low-RPM power production if you're not careful. Those external modifications don't do much without the internal modifications to match. Depending on the engine you'll have a $2000 engine that makes 15 more HP and makes a lot of noise.
I recently posted about airflow characteristics in a thread that might partly explain it. Changing the external airflow characteristics only helps minimally unless you alter the interior parts in a way that requires that extra airflow.
http://www.automotiveforums.com/vbul...2&postcount=16