To insert a duct going vertically up or down, use the Insert Duct command.
Ribbon: DM HVAC->Ducts-> Insert Duct
Pulldown Menu: DM HVAC->Duct Centerlines->Insert Duct
Specify the location for the duct, then type V at the command line. The Duct Information dialog box will appear, allowing you to enter the ending elevation of the duct.
Press the OK button to continue drawing the duct.