Figure 38 shows varying degrees of heat-sinking using the PCB copper - ideally you'd solder the pads but for just heat thermal heatsink compound could be used I think. The amount of heatsinking needed depends on the power dissipation, fig 40 shows the thermal resistance in deg C/W for various areas of PCB copper - so you should be able to calculate the temp rise etc.
And be aware the heat slugs are internally connected to various different voltages signals so must not be shorted together!