I put the power supply in a separate enclosure, with a 2 meter (6 feet) umbilical. But there are pics around the web of people who've put both in the same enclosure, though they used a toroidal transfomer (I did not).
Do not try to save in the enclosure just because the circuit looks small. I made that mistake and, even though I managed to fit it in a small enclosure, it was a PITA, and the wiring ended up being somewhat messy. I'm looking into reworking the circuit into a larger enclosure with tidier wiring.
It sounds great! punchy bass, rich mids, non-harsh treble, slightly compressed dynamics. In fact I've started using it not only for needledropping but for listening too, since I discovered the phono stage in my old integrated tube amp is not working well (weak bass and boosted treble, with some harsh distortion).
Good luck with your build!