Yes, like the food box but bigger.
There is really no one right way to do it, but try yours for a while and see if there is an issue with clogging or restricted flow. I had a power head in my fuge which exactly fit one of those .5 liter coke bottles. I cut big holes in the side of the bottle and wrapped the craft mesh around that and secured it with rubber bands. It was ugly, but worked really well for a fuge where no one cares about looks.
Another idea I saw was someone who used a whole sheet of the large stuff and made it into a tall cylinder with a top and bottom. Then he put the whole power head into that and cut a little hole for the output to stick out of. he also stuck a heater in there. Then he put frags of zoanthids on the mesh and in a few months had a beautiful screen that you would never recognise as a power head and heater.