The calorifier IS a heat exchanger.
Connect inlet to the cold water supply, preferably with a non-return valve before the connection, and ideally with an accumulator between the NR valve and the calorifier. This will help to avoid water bleeding off from the relief valve.
Connect the engine pipes to one coil (in the case of a vertical calorifier connect to the lower coil, and ensure the engine water circulation is from bottom to top).
Connect outlet to your existing HW system with an isolation valve.
All logical really.