Dirofilaria immitis is a parasite that feeds primarily on the blood of its host by living in the hosts heart and arteries.  Like all other nematodes, Dirofilaria immitis has a complete digestive track with a mouth and an anus.  Even thought the diet of nematodes varies greatly, the digestive system is fairly uniform throughout the phylum.  As food, blood in the case of Dirofilaria immitis, enters though the mouth it goes to the muscular pharynx, which pumps food from the mouth to the intestine.  The intestine is long and travels the length of the body to the anus, where waste is excreted.  Food is broken down in the intestine by the release of digestive enzymes that are produced in the epithelial cells that line the intestine.  Digestion starts out extracellularly, but then is completed intracellularly (Winnipeg 2006).  As for respiration and circulation in nematodes, there is none.  All nematodes lack respiratory and circulatory systems. 

Above:  This picture is a picture of blood at a microscopic level, which is the primary means of nutrition for Dirofilaria immitis.  The picture was taken from Wikipedia.org and it is in the public domain because it is from work done by the U.S. Federal Government.