If increasing the horsepower or torque of the engine on a Volkswagen or Audi vehicle newer than 2006 that has a DSG transmission, yes the transmission will need to be tuned.
Yes in a straight pipe version, your car will be louder. With a straight pipe into the stock muffler there will be minimal increase in sound with notable turbo whistle.
Upgrading the exhaust does require reprogramming the engine computer. With the tuning software that we use, we guarantee no check engine lights after reprogramming.