I am not the expert on this, but I will give my .02.
You can do it both ways or a combo of the two, from what i have seen.
Some just insulate the warmer and let the heat radiate from the firebox to the warmer. radiate? might not be the right term. simply let the heat transfer through the metal to metal contact.
I have also seen them that have vents in the top of the firebox that can be controlled with a damper to allow more smoke and heat into the warmer.
Either way, I would put an adjustable exhaust in the box, to let out excess heat if need be.
I'm sure some more opinions (better) will be along to help you out. Keep us posted on the build!