They include a drainage tube that you bundle along with the lineset, making sure to keep it on the bottom of the bundle all the way and through the wall.

I was pretty careful to make sure I had a constant slope so it didn’t leave a belly to collect condensate, and I taped the joints in the tubing. I did have to go through a dead space over my basement stairs so I’ve left an access panel to be able to check that periodically. Ideally, you’d just mount it on an outside wall and there wouldn’t be any place at risk other than through the wall itself, but I didn’t have a place close enough to mount the pump unit where it wasn’t ugly.