I set mine on a Gladiator workbench that I already had in my garage, and it fits perfectly (since they are 25" deep). As Will suggested, it’s right above where I already was storing my shop vac, which gets used every time I use the ShapeOko.
If I was building a spot from scratch, I’d put it in some kind of enclosure, to contain both the noise and dust. Nick built an amazing one, which you can see here. I think he also has a YouTube video detailing the build.