Hire a professional to clean out the chimney and check its status before you install the wood stove insert. The professional may have to install a liner to run the length of the inside of your chimney and remove the damper that closes the flue.
Request that the chimney professional install a metal flue pipe to run from the back of the insert up into the chimney. He will advise you on the type and the length of the pipe necessary for your setup, as well as any special insulation or fittings that your local building code might require.
Slide the insert into the opening of the fireplace. Insulate around the sides and top with glass wool made specifically for high heat settings. You will probably need help moving the insert since it tends to weigh more than 500 pounds.
Plug the fan motor into a nearby outlet and test by turning it on. You should hear the fan immediately. Make your fire, keeping anything combustible at least 36 inches away from the opening.