Blown exhaust

[Moonwalker]

First of all, sorry if anyone think that this is a daft question.

I know nothing about cars other than how to fill the "skooshers" and check and fill oil and water/coolant etc.

My exhaust is currently blown, would driving it cause any damage to the engine? I've seen people talking about the exhaust system needs "pressure" to work properly? Would I need to get anything checked after I get the exhaust replaced?

Any comments welcome as always!