Where do you buy exhaust manifold studs?
 

For a 1991 s5 turbo 2?
I tired searching it but no luck...

nvm found it. Does this include all four studs?
http://www.mazdatrix.com/e7.htm
and what is the best way to put them on without damaging the treads?

does this website over price its items ?

That part number will be for one stud, but you can just as easily get them from the local parts store.

To install them, just tighten two nuts against one another and then screw the stud in firmly. It doesn't need to be tight.