Consult your nearest mechanical contractor and tell him you need an exhaust "thimble" - he will want to know the thickness of the wall - the diameter of the exhaust etc. I have installed dozens of exhaust pipes for diesel and gas turbines through walls. If you are in a permitted area you should run the design you will receive from the mechanical contractor past your permitting department for pre-approval... (will probably be the fire marshal) be aware that there are some restrictions in the building code about how high you have to go with exhaust above the roof etc.