You will read again and again that Salvia divinorum loves humid conditions. This is true to some extent but there is no need to mollycoddle the plants. A humidity tent might be an idea for young plants or rooting cuttings, but is something of an overhead (excuse the pun) and I prefer not to use any special set-up.  Cuttings might go well to start with under some sort of cover or in a propagator, but I think it makes for less hardy plants in the long run.  I simply do mine open to the room environment.  Here in Edinburgh, and in the UK generally, the climate is far from arid. So apart from maybe during particularly parched weather, when an occasional misting from a hand held spray gun might be appreciated, plants (and cuttings) should do fine without a tent. They will adjust to the ambient humidity.

Having said that, if you do have your plants under some kind of humidity cover and you want to bring them out, then you will need to acclimatise them gradually. This means exposing them to the ambient conditions for only an hour or two at a time for a the first few days, then extending this exposure period over the course of a few weeks. Alternatively, you could gradually adjust the set up of your tent, leaving it more exposed, with larger and larger gaps in the sheeting as the days go by. In any case you may lose a few leaves as the plant 'morphs', - producing new (and different looking) leaves that are adapted to the drier conditions.

Humidity Tents:  I have suggested that building a humidity tent is not really worth the effort because the plants can adapt to lower humidity.  This is of course based on my experience and my local conditions.  I have a humidity measurement suggesting that the average ambient level here is between 40-60%, which is fine.  However, going any lower than this for long period of time might be pushing the plant beyond its ability to adapt.  If your conditions are more arid you may need to give this more consideration.  

A humidity tent can be fashioned simply from some thin clear plastic sheeting, for example, some packaging from a largish appliance.  This is used to shield or enclose the plant.  You can build a frame using bamboo cane.  You don't need to totally enclose your plants in this tent, you don't need 100% humidity.  Leave a few ventilation openings, especially if you're just using the tent as a nursery for young plants and cuttings and are wanting at some point adapt to your plants to the natural environment.  

A humidity reader to measure the levels is quite helpful, but using guesswork, common sense, and simply observing how the plants are should do just as well.