how to find exhaust leaks in my car?

years ago I discovered an exhaust leak where my cat meets the prevent pipe. The joints had rusted so badly it was pulling apart. I used some high heat exhaust glue and it hardened and caked around the joints, much like you did around the manifold welds. My fuel economy jumped from 24 mpg to 32.

I have a Skoda Octavia 1.6 1u2 (1998) with a bad idle. When starting the car it idles at 150-250 rpm, only when "cold" tho, it can barely stay alive. I get around 2-3 mpg when its hot. I have changed air filter (old one was soaked in gasoline) and cleaned the throttle body. and swapped to a new battery as well. car still has a bad idle. Can anyone help me, please? 
 
More problems: 
1. engine stalls when fully turning steering wheel either to the right or left. 
2. clicking noise from weird black box connected to the throttle body. (fuel pump?) 
3. weird noise from exhaust manifold/exhaust pipe, sounds like blowing water and air thru a garden hose. 
4. poor and unpredictable acceleration in 1st gear. some times I can floor it without anything special happening, slow acc and the all of a sudden it goes 1-30 in 2 sec. really dangerous when driving up to main road
 

My car rusted off and I wish it could've been this easy. I had to cut it out which required me to take off the whole exhaust and I got a test pipe (my car is a 95 so I dont need NJ inspection) and then use an exhaust adapter and clamps to fit it on. Since I don't have a second O2 sensor I put a bolt in the test pipe where an O2 sensor would go but it came out while driving so I had to retake my exhaust apart and put a new bolt back on and I secured it with JB weld

Last night I was driving and a Golf mk4 with a non-local registration didn't stop at a stop sign and cut me off and naturally, being the testosterone filled 20 y/o, I shifted from 5th to 3rd (in my 2001 xsara picasso 2.0 hdi lol) to overtake and got 100kph in 3rd and all of a sudden I heard a bang and a metal scraping sound following it up until I stopped. Looked under the car and there was my middle exhaust pipe completly sheered off right before the muffler. It had no warning, it all sounded good and straight until this happened due to an unknown rust hole. Now I'm a cheap college student, so is there any way to fix/weld it, without buying a new pipe (and probably joints). I got home by getting a girl's elastic band and dangling it from a metal hook while holding the main part of the exhaust system.