My 2 bag extractor is in it's own little shed built onto the end of a sectional concrete garage. The shed was built from left over pieces of twin wall polycarbonate with 2 louvre vents in the lift out door. A length of 4" soil pipe goes through the T & G gable end of the garage to an elbow & flexible hose to the extractor.
As it's only used with a planer or thicknesser the length of time it's on is minimal. A sectional garage by definition is draughty so no need for additional air intake & the heat loss is taken care of by a wood burning stove.
So go for it. If you are worried about heat loss or pressure differences a second hole, filtered on the extractor side & a door on the workshop might be a solution.