Running a 14/2 w/ground through the wall where the fan unit will be mounted. Does the wire need to be enclosed in some type of cable sheath coming out of the wall or can it just come out through the hole and tie in to the fan? Thanks!

How about using a piece of Greenfield?

How about using a piece of Greenfield?

Flex conduit? I can do that. Happen to even have a short piece! Thanks!

Almost all stove exhaust fan wires are run straight through the wall into the Romex connector which you can mount in the back knockout. Just make the hole a little bigger so the Romex connector fits through and tighten the nut from the inside.