The weep holes in the bottom of the pipes is normal.
Running them wet is suppose to help cut down on the noise. 
A lot of lakes have noise restrictions and dry headers sometimes will add too any unwanted attention from LEO.
Wet or dry is going to be up to you.

At idle you want no water to a very fine mist coming out of your headers. If there is water dripping/running out the collector,
that is too much.
The worry about too much water at idle is water reversion, water getting sucked backed into the cylinders.

You should have a Basset tee valve that controls that water. It is the tee connection the 2 header water supply line connect to.
Inside there is a spring and ball that need to be checked and in good working order and placed in the right order.

Welcome to SCJB and jet boats. We like pictures, so let's see your boat.

Running them wet quiets them down a bit  and cools them a little but they need to be hooked up with a T valve or ball ball to control the water flow, depending on where you want to take the boat  They can be ran dry that's how I run mine but that's so I don't get reversion with the cam I'm running  They do get hot back there dry. The holes are normal they are drains so water won't fill up in the header.