Run, Forest, Run! Why would you buy a woodburning stove that you have to buy a special fuel for?
If your gonna run pipe and flue, just get a good airtight woodstove. You can burn ANYTHING in it including ANYTHING in it. As long as it fits. Why one night on a good drunk I once burned a.....well, never mind. But serioulsy, dont limit your self to buying pellets.
Consider your pellet source in a shtf scenario. If you had an airtight you could burn just about ANYTHING!
They make airtights that fit in a fireplace too.
Get it?
ETA: just caught onto the fact that you don't already have a flue. The best way to do that is through the roof. You will need to get some triple wall flue pipe for the sections: from a ways beneath the ceiling and through the top of yer roof . You need a single wall section with a flue damper too. And a cap fer the top of the flue pipe.
You can ask at a stove store. Be sure that you have a couple feet between the stove and the walls. Then you need to put something on the walls as a heat shield. They sell asbestos type board and I have seen people use 'panel brick'.
Last, you have to put down some type of shield on the floor, like bricks or something. They make iron frames that you can morter in fire brick to make a floor structure.
Man, I lived in the mountains of Montana for years and heated my cabin primarily with an old 'Majestic' wood cook stove. Wood heat is da bomb! It's radient heat.
Hope this helps.