Galvanized nipple through wood

Hi all, it would be great if you could shed some light on my problem.

I've got a well for irrigation use only, and I have a small but heavily built wood cabin that I want to position right next to the wellhead to put a sediment filter inside (as a start...maybe eventually a booster pump for the uphill gravity tank).

It would be convenient if I could just run a longer galvanized nipple right into the shed through a drilled hole, but I want to insulate the building eventually. What is the right way to make a sealed transition through wood siding?

I've seen PVC and insulation used as a sleeve through foundations for hose bibbs, but no idea as to what is correct for a wood-walled structure.

Thanks a bunch

pipe

IF the filter is going to have a plastic head, don't use galvanized because when it corrodes it will expand and crack the filter. Use copper or brass instead. Whatever you use, just drill the hole, insert the piping, then caulk the space around the pipe,

Ok, if all I need to do is caulk around it no problem. Thanks. What type of caulking is the best to use?

I was going to transition to PEX inside the cabin, maybe terminate the galvanized nipple in a union and use a male adapter to PEX. I've got a PEX cinch tool and clamps, I was thinking I'd thread a male PEX adapter into the galvanized union. But do I need to steer clear of the brass PEX fittings adapting from galvanized and use the poly PEX fittings instead?

brass to steel is common. EVERY valve is brass and we screw them on to galvanized quite often these days, but ALL the time in earlier days.