Determine the locations where your double wall insulated stove pipe will pass through any walls, floors, ceilings and roofs. Design its installation so it passes through the center of openings between joists and rafters. The exterior of the pipe should have minimal contact with framing and sheathing.
Cut the openings to the sizes recommended by the stove pipe manufacturer. A common recommendation is a 12-inch clearance from any wood or other flammable material.
Install the stove pipe so it stands independently of the holes through which it passes. You can reinforce the pipe using metal straps attached to surrounding joists and rafters.
Fill in the holes around the pipe with sheet metal, concrete board or other nonflammable sheet goods. Exterior walls and roofs can be insulated using rock wool insulation, which is not flammable.
Connect the single wall black stovepipe that comes out of the wood stove to the double wall pipe by slipping the end of the single wall pipe over the thimble opening at the bottom of the double wall pipe. Connect the two by tightening the metal collar around the end of the black pipe and fastening them together with metal screws.