Welcome to 2CarPros.
If everything is new, yes, you will get a smell from the new parts. Plus, whoever put them on probably got dirt or grease from his hands on it. I have actually seen them slightly smoke when they are first heated by the engine. Give it a good day of driving. If the smell doesn't go away, let me know. Also, if you feel for any reason that it is exhaust entering the vehicle, don't drive with the windows closed until you have it checked, and have it checked ASAP.
Take care,
Joe
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Friday, June 14th, 2019 AT 7:16 PM