Smaller boilers and stoves may have the pellet storage hopper built in, for feeding with bags of wood pellets. Larger boilers will have a separate fuel store and a system to transfer the wood pellets from the store to the boiler. Smaller boilers can usually be equipped in this way as well, for those who do not want the hassle of hand-feeding their boiler and would rather have blown deliveries to fill their store without manual intervention.
There are many different designs of store available for blown deliveries of wood pellets. They may be a pre-fabricated standardised system, or they may be purpose-built on site.
Care should be taken, particularly with purpose-built stores, that they are designed to cope with the complex stresses created by the delivery into and flow out of the store. An engineer's calculations and design are required - they should not simply be knocked up by the tradesmen on site during construction. Pre-fabricated systems should avoid these risks if properly erected.
The risks associated with storing wood pellets are small (particularly compared to more volatile fuels like gas and oil), but you must be aware of such risks as there are and take appropriate precautions. There is a risk of death by carbon monoxide poisoning or asphyxia if you go into an unventilated, enclosed space that holds wood pellets. There is a small risk of dust explosion if dust is allowed to accumulate on surfaces in the store (and outside if suitable measures are not taken to prevent dust escaping during delivery). Pressure imbalances from a badly-designed or -maintained heating system may result in "smoke-back" or even "burn-back" from the boiler to the fuel store, with associated risks of CO poisoning, asphyxia, fire and explosion. None of these risks is likely, and they can easily be prevented by prudent action. You must not ignore them.
The wood pellets will normally be moved from the store to the boiler by some combination of an auger (aka a screw) and suction.
Both systems will cause some degradation between the store and the boiler. The extent varies enormously depending on the design and the condition of the equipment. Small differences (e.g. in angle and rotation speed of the auger, or in route and distance of the suction system) can make a big difference to the degradation and to the risk of blockage.
Ideally, an auger should not be longer than 4 metres. For modest volumes (< 200 kW boilers), suction is better for longer distances. If suction is not an option, multiple shorter augers are better than a few long augers, and you should expect increased degradation. If suction is used to cover long distances, the route of the pipes should be as straight and flat as possible, as bends will significantly increase the degradation and the pressure loss, increasing the chances that the system will struggle and block.
A process known as "segregation" will result in the separation of fines from the pellets in many places in the storage and handling systems. This will lead to fines accumulating in certain places (e.g. on the floor of the store, and in a column below the outlet of an auger or suction system). To avoid these localised concentrations causing problems such as blockages, the system should be (a) designed to minimise the effect (e.g. with sufficiently steep floors), and (b) cleaned regularly to remove the accumulated fines.