It should not be a problem on a 4 wheeler, but welding on auto exhaust systems varries by state law, some states prohibit repair welding on an exhaust system.
MIG welding on a car? Welding on a car isn't regulated, but whoever welds [or does anything really] on a car is liable if it later fails and causes an accident.
This is a real issue with trailor hitches, and many insurance policies exclude such work.
Someone here is likely to bust on You about the "MIG certification". As "MIG" isn't standard terminology in any code, there is no such thing.