Properly installing a wood stove through a roof or wall assembly is not exactly an easy job. You have to cut a big hole through your ceiling/roof/wall, you’ll need tools and parts you probably don’t have, and if you don’t do it perfectly, you’re setting yourself up for future problems. Going through the roof is the best method; the wall is your second best option; but if all else fails, you can go through a window in a pinch. It’s not an ideal solution, but it can certainly get you through the winter.