You can certainly mod yours, main thing to look at if doing performance mods is the engine, you have the same 1.5L Turbo that the Si has, so virtually everything you see about the Si should be doable on yours (lots more people likely modding the Si compared to the EX hatch which is why you see it that way). Visual mods however would not be the same, while the cars share some features the Si is a sedan so the body work is not all the same (for example if you were to find a rear diffuser or tail light covers based on a video of an Si your hatchback does not share that same body work).
As far as where to start if you're new I think a cold air intake is a great idea! I have mine for my Si pre-ordered from PRL but I'm sure there are many others on the market (and even some prior gen intakes may work, for example the PRL Cobra intake for 10th gens). Do your research when looking at parts, the majority of simple mods do not require any aftermarket tuning and are essentially plug and play replacements but not everything is (I believe like the downpipe from PRL for example trips a sensor without a tune which won't break the car or anything but will be annoying)
Hope that helps some! I'm sure others that know more about the EX-L hatchback will be able to direct you if a part will work or not if you post it on this forum