It would help if you had a place where you could mount the unit on a wall outside your home or place it on the ground outside. There must be space around the wall or floor to allow for air circulation.
There are two types of air-to-water heat pumps: packaged and split systems. Packaged systems have all components in a single outdoor unit. Packaged systems deliver water through pipes to the home's central heating system and the hot water tank. Split systems have separate components between indoor and outdoor units on the wall or the ground. Your budget and available space determine whether a packaged or split system is right for you.
Packaged systems are cheaper, faster to install, and don't occupy home space, although they are usually slightly less efficient than split systems. The efficiency gains of a split system come from some heat transfer inside the house, so the house is warmer and has less heat loss.
If your house is not constrained by space, installing a split system, while more expensive, may be worth it. Your installer is supposed to help you choose the best heat pump system.