You will also need a pump, an accumulator, a filter, and a range of small fittings and hoses. Take a look <A target="_blank" HREF=http://www.boatus.com/boattech/casey/16.htm>HERE</A> for a description of how it is set up. (PS The diagram shows the filter downline of the pump, but personally I would install it ahead).
I think the filter in the diagram you referred to is meant to be one of those water-purifying filters, as it only supplies the cold water to the galley. I'd agree that there should be an ordinary filter between the tank and the pump.
The text mentions the pressure relief valve but it is not on the picture. Don't leave this out. Ours seized this summer; fortunately one of the pipes burst before the calorifier did.
Would also suggest you get an accumulator tank so that the pump isn't runing all the time that the tap is turned on, and it also lets you controll the pressure to a certain extent.
Fitted system early season-very pleased with it. Main problem I had was getting the calorifer lower than the inlet/outlet on the engine. Spent three contortionist days in sweltering weather glassing in bearings for the calorifer under the cockpit floor. Took Lindsay Rufford's advice (marine engineer) and had taps fitted to the hoses from the engine so if the hose to the calorifer fails it is possible to run the engine. Used guide from Cleghorn Waring to explain what to do and bought most of the bits from Penguin Engineering apart from a Jabsco pump. Apparently you need to install a header tank above the engine if the calorifer is higher than the inlet/outlet on the engine otherwise the water does not flow. Good luck!