Erick,
The insulated flex duct is installed between the fan housing exhaust and the top of the filter. I used a gasketed 8" metal hvac starter flange at each end. Kind of similar to RickG in WV in the photo gallery with the exception that my closet completely houses all the cyclones components, cyclone, filters, barrel, etc. as well as a 3hp 60 gal air compressor. There is plenty of air moving through the closet and it is whatever temperature is shop air is.
One thing I didn't mention in my previous post is that there is an air return from the inside of the closet to the rest of the shop. I can't remember the exact size I used off the top of my head ( 16 x 10 maybe) but I basically used a louvered hvac return air grill located on the opposite inside wall from the filters a few inches above floor level. On the outer wall of the closet is another air grill the same size but located about 40 some inches from the floor . The air leaving the closet goes in the grill located close to the floor, goes up through the caulked stud cavity and exits into the shop area. If I had to do it again I would have spaced these studs a little wider apart to have a larger air exit cavity as I do have enough pressure in the closet to finish closing the door but not enough to whistle or be excessively loud at the outside exit grill.
I don't have any pics at this point as I am hoping to get caught up on some other projects first and build a filter inlet transition to place the filters side by side versus stacked end on end to get rid of one of the bends in my flex duct as well as free up some floor space in the closet.
Hope this helps some.
Mike