Pretty simple, three pins - ground, voltage in, 5v out. no other components required. A fuse on the input, just like any other circuit.
The package should be fixed to a heat sink to help it dissipate heat, they can get rather warm.
Don't really need a PCB, could solder it on a bit of veroboard, or just solder straight to the legs. would be a good move to put some heatshrink on the legs, or 'pot' them in hot glue, though i don't know if either of those ideas would stand up to the warmth it produces.
every time i've used them they've been on a bigger circuits, in a box, so protecting/insulating the pins hasn't been a problem.