You can do it like McDanger said.

Or you can make a pipe or duct that goes through the walls to where you vent your air, and insert a carbon filter in the duct with a fan on the end to suck the air through.

Or you can do both... have a duct with a filter and a filter just running in the room itself.

I would do both, because I would be scared as shit about someone smelling my grow. I guess that is why I just grow outside.