If its fumes, then it could be anything.
If its burning a little oil, the smell is usually so strong that even if there isn't a leak in the exhaust, it can still be smelled in the cabin. Mine used to burn oil, and even though the exhaust was solid, the car would stink when I put the heater on. After I sorted the stem seals = no more smell.
Smell what's coming out of your exhaust pipe and compare the smells.
Easiest way to spot an exhaust leak is to start the car on a cold day, then have an assistant cover up the tailpipe - if its leaking out, you'll not only feel little back-pressure, but you'll see it leaking out the exhaust. You can use the tissue paper trick around the exhaust manifold to check that.
Mine is now weeping a TINY amount of fuel from the fuel pump 'O' ring - but enough to spot a small mark when I go to move the car - but I can only smell that when I'm outside of the car.
