To prepare the flyback I just need to find the negative pin, this is usually done by powering the flyback up, then swing the high voltage cable around the pins until it arcs to the right pin. I solder some thick wire and cut and cover all the pins with epoxy, this is a good practice, since it avoids corona discharges and other nasty things, hot glue works too, but epoxy is better since it soaks better.

Then I wind around 10 turns of thick wire around the core of the primary. The positive output of the PSU is connected to one of the ends of this wire, the other end gets connected to the drain of the MOSFET, finally, the source is connected to ground. You can use a terminal block to swap the connections around (see picture), it's quite convenient.

One very important thing to notice is flyback transformers have polarity, they have a built in diode which only allows current to pass in one direction. To test which way you should connect it just power the flyback (lowering the power just in case) and place the positive and negative wires at a certain distance, then reverse the connection, compare both spark lengths, if the spark or corona discharge is bigger one way or the other you'll know you've connected it right, I usually mark the negative side with a permanent black marker in order to avoid confusing them.

To isolate the flyback I pass the high voltage wire to the next compartment though a small hole, roughly the diameter of the wire, I solder the wire to the banana connector and then stuff the cavity with plastic film, this will ensure there's no arcover or corona discharges, i cover the plastic film with some plastic foam. I cover the flyback compartment with the same kind of foam.

You've probably noticed that small cup around the connector, I drilled a small hole and passed the connector though, then I bolted it to the case, it might not be as good (and expensive) as a standard high voltage connector, but this cup is a good protection against accidental arcovers.