Enclosing the Eaton device is easy, pick an outdoor rated plastic NEMA box from this page »www.amazon.com/s/ref=nb_sb_noss_ ··· nclosure
that will fit the device. One of the smaller ones will likely be less expensive than anything you could make and be rated for that use.
As for connecting it, how will you wire it while the lines are hot? Is there SOME disconnecting means to allow you to safely wire it in?
Regarding the connections, make the wire runs to/from the device as straight (and as reasonably short) as possible. You want the wiring going there to be as low impedance as possible to the high frequency surges, making it shunt as much of the energy as possible from the surge.
Oh, and while you're on Amazon you may want to toss one of these in the basket: »www.amazon.com/TII-Broadband-Cab ··· 3&sr=8-2
to help keep future surges out of that route. I hope you're bonding all of this to the ground rod with tight physical clamps. Solder alone (used to connect a wire to the rod) isn't that good a conductor for high current surges.