I believe you have to fit the system and then cut the flange off where the TD down pipe would join (you don't need the TD downpipe, that's what the SP ene replaces)then the sleeve joins the SP downpipe to the(now) flangeless , new system.
I didn't do it that way, I welded the flange off a new TD downpipe to the SP down pipe so when I need a new exhaust complete it just unbolts and refits easy. I suspect that link pipe may be rusted solid to your TD system and/or SP downpipe and be difficult to remove without ruining it.
The SP pipe is, as you may know, in two pieces so you may find it easier to remove the lower half(which could well be also rusted to the top half) so you can work on releasing the link sleeve on the bench.
This could easily snowball into you having to buy a new SP downpipe if you aren't lucky.
They aren't cheap so go carefully.