CGH40010F is the flanged version, so simply create a rectangular hole on the PCB little bit wider than the flange, in order to have the bottom of the transistor directly in contact with the heatsink. The surface of the heatsink has to be worked in order to have gate and drain terminals at the same quote of the PCB surface when the transistor is in place. When the bottom of the transistor touches the heatsink also the terminals have to touch the PCB tracks and viceversa. At this point tighten the screws and solder the two terminals on the PCB.
Where the heatsink goes in contact with the transistor it's good practice to define some grade of mechanical finishing to remove the imperfection due to the milling process. In addition you can use a thermally conductive paste between the transistor and the heatsink