I've got an HMF Penland on my 650. Made a world of difference but didn't even think about firing it until I put a Dyno-Jet stage one kit on it. You've got a lot of folks on here with a lot of experience giving you advice and the one thing that stands out is re-jet.
Your pipe should have 3 allen head bolts on the muffler. loosen the bolts, take the plate off, drop in the spark arrestor, put the plate back on tighten bolts. It's that simple. If you bought your pipe new it should have come with the correct size allen wrench.