Cut away the outside siding to fit the flange of the thimble rather than the required opening. The opening is commonly round while the flange is square. By trimming away the siding, which often is beveled, you create a flat surface for attaching the thimble flange.
Fit the sections of the thimble into the wall opening from each side. Make sure both flanges fit flat against the wall surface. Fasten the flanges tightly in place by using the included screws. The thimble needs to fit securely. Any movement in the thimble will make it difficult to maintain a seal between the thimble and the wall.
Apply silicone caulk to the seams between the thimble and both sides of the wall.
Place the stovepipe through the opening of the thimble. Apply high temperature caulk at the junctions between the stovepipe and the thimble.