1337 pretty much covered the parts you'll need. You may need adapters to get the Azetek hose connected to the air tank. Not being familiar with Azteks I'm not sure what they will be. You'll need a regulator to control the pressure to the airbrush and a filter/dryer to keep trash and moisture from your air.
There are several posts on paintbooth plans, and you may find some others in the tools forum. If you use acrylic paint you won't really need one. Some cardboard on 3 sides to catch any overspray and you'll be in good shape since acrylics are water based and virtually odorless. You may smell a little of whatever you use to thin them (I use alcohol, others use water or the manufacturer's thinner), but it will be nothing at all like the fumes from enamels or laquers.