I either make a bracket out of sheet metal or mount it in the door. You need to drill a hole large enough for the bushing to fit then look for a small tab, drill another small hole for that. Insert it into the holes, add the washer and nut and you are all set. Some have two mounting holes in the PCB it is mounted to, add two standoffs to the panel and bolt into place. There is not much room for thickness but as long as you can access the shaft you should be ok.
The one you linked doesn't have threads so mounting it to a panel is going to be problematic. @gilshultz's 'small hole' is referring to an anti-rotation key. This feature keeps the control, when mounted, from rotating when turning the knob. Note the small tab on the encoder body opposite the connector side.
" anti-rotation key" I called it a small tab. Mine without the threads have 2 holes in the PCB. From the picture although the holes are not shown you would have to add spacers to mount it.