The sensor in question is the EGT probe. Depending on which uppipe you have the probe may have been reinstalled in the new pipe, or removed completely. Either way catless uppipes don't need the probe any more since it's there to monitor the temperature of the catalyst in the OEM uppipe.
If there is a mount for the sensor in your uppipe, the best thing to do is plug the opening with a bolt rather than re-install the probe as they are prone to failure in catless pipes. Since you have a CEL I'll assume that your sensor has either been removed or has failed and should be removed. Of course it would be a good idea to have the code read to be sure this is actually the cause of your CEL.
Anyway the fix for EGT-related CELs is to unplug the sensor from the connector located under the boost solenoid cover (there are two connectors there, it's the one with two wires), and insert a 2.2K ohm resistor (minimum 1/2 watt) in its place. The resistor leads can be inserted directly into the female connector pins. This will simulate a fixed EG temperature to the ECU and prevent any further CELs.