Completely up to you, inside will clean more odors, but if it's a leaking problem in one small area and you want to keep the room itself smelling dank, outside would be a better place ... Air Exchange & Air Flow are very important factors that should always be considered to the highest extent your experience/funding/open space allows. The last indoor setup I had going, involved 3 Vortex 450 CFM inline fans, with two of them hooked up to carbon filters.
Fan 1 - Carbon Filter continuously scrubbing 450cfm inside the grow room
Fan 2 - This fan was drawing air from inside the grow room and pushing it out AT THE TOP OF THE GROW ROOM where temperatures are at their highest, and through a carbon air filter so that all air exiting the room was scentless
Fan 3 - This fan was drawing air from outside the grow room and pushing it in AT THE BOTTOM/FLOOR LEVEL of the grow room. Because it was drawing in fresh air, there was no need for a carbon filter on this fan. And if needed, you can always use ducting and run it wherever you want to draw your air from if something directly outside the room is not suitable.
You just have to make sure that you are always running Fan 2 at the same time as Fan 3, otherwise you can cause a negative pressure in your grow room and a lack of necessary gases for proper photosynthesis. The fans going in/out need to be the same CFM as well. Can't have one pushing or drawing more than the other. But honestly, this is the ideal setup you should aim for in the future when you have some grows under your belt.
Hope this helps! +rep if you like! =)