habbi is asking about an air exchanger, ie a heat exchanger, not a
whole house fan or something that recycles air. An air exchanger pumps
air from the inside out, replacing it with incoming air. In the
process the heat is exchanged, so that most of the energy is not lost.
As for the bathroom fan, I would certainly think you would want one
without regard to having an air exchanger. Bath room fans take care of
point sources, ie humidity from the shower, odors, etc. From a
practical stanpoint, I don't think it's going to work trying to tie it
in to an air exchanger. There are some big problems that aren't worth
solving. First is logistics. An air exchanger is typically located by
the heating/cooling system, not near a bathroom ceiling vent.
Another is tieing it in, getting air to go the right way and not back
into the heating system, etc.
Best solution is just a regular bath fan vented outside. You could put
it on a wind up timer like used for bathroom heating lamps if you're
worried about having it left on and taking out too much air.