Basic 12v LC Filter for Video noise reduction
C1 will block DC - you need to have C1 connected across pin 2 and pin 1 of the output connector SV1.

When you do this it forms a low pass filter that removes high frequency noise from the dc/dc converter's output but there can be a sting in the tail. Without a load, the C and L also can form a highly resonant tuned circuit and some noise (around resonance) can be amplified tremendously. The series resistance of the inductor will tend to reduce this but without looking into the full details and probably simulating the circuit it's hard to tell exactly.

The Farnell page you linked doesn't state the dc resistance by the way.