Well, It looks like I have started an interesting discussion.

I have watched countless Youtube videos on wiring/connections etc, and most of the builds have the VFD inside the cabinet, now whether that is the right or wrong way, I wouldn't have a clue, but what I will say that a majority have an EMI filter on the mains feed from the VFD, I was also going have the VFD/spindle on it's own power supply, as I said, this is all new to me and it is a very steep learning curve, so expect loads of questions and advice while I put together all the components, none of you live in Hampshire by any chance? Would make my life so much easier just pop round for some one to one advice

I have just picked up a metal box/enclosure, so I will very shortly be starting the electrical build, wish me luck!

Thank you for all the input and advice.