Determine the location where the vent pipe will penetrate the ceiling. Ideally, this should be as close to the appliance as possible, and in between joists. Before installing, ensure the pipes are compatible with your gas appliance. For example, a Type L vent pipe is approved for flue gases at 570 F or below, and Type B vents are approved for any flue gases at 480 F or below.
Drill a starter hole and cut a square opening with a jigsaw based on the dimensions of the ceiling support box. Install and secure the support box according to the manufacturer's instructions.
Connect vent pipe sections to the flue collar of the appliance and secure them as directed, either screwing the pipes together or securing them with metal screws and a screwdriver. Run the vent piping to the support box and tighten with a ring clamp to secure the pipes.
Cut additional holes in ceilings to pass the chimney to the roof, if necessary. Install required hardware at each level as directed by the chimney kit manufacturer, including firestop radiation shields at each floor and an attic insulation shield through the attic. To install a firestop, stand below the hole and slide it into place. Fasten it to the frame with nails or as directed by the manufacturer. To install the attic insulation shield, place the two semicircle sections of the insulation shield together around the pipe, and secure them in place with nails.
Pry away some shingles by carefully wedging them up with a pry bar so you can cut a hole through the roof. Drill a starter hole and cut the hole with a jigsaw, based on the size of the stove pipe, plus required clearances. For example, many building codes stipulate that a chimney must have at least 2 inches of clearance from combustibles on all sides.
Secure the chimney pipe sections into the ceiling support box and extend them through all stories and through the roof. The chimney generally should extend 3 feet above the nearby roof line.
Install roof flashing and storm collar. Carefully pry up the shingles surrounding the exposed stove pipe on your roof and center the flashing so the hole lines up with the stove pipe. Slide the flashing under the shingles and nail them back down with roofing nails and a hammer. Secure the storm collar around the chimney pipe and bolt it down to the roof.
Place a chimney cap on the top of the pipe and secure as directed with metal screws or silicone sealant.