External Wastegates vent out exhaust gasses in order to hold a given boost presure...
Now instead of just venting hot gasses into the engine bay you use a pipe that comes off the external wastegate and back into the exhaust system... Alternatively you can just use the pipe and vent to atmosphere away from the engine bay... This is called a screamer pipe as you will gather from the sound it makes when venting gasses...
Rishi