Mounting AC-DC converter on PCB
Shown on their datasheet is this picture on page 3:



The recommended footprint is for through-hole mounting and it is referred as a SIP package which stands for single inline package. 

It would be best to mount it this way but if design did absolutely not permit for this then you could probably lay long rectangular pads on a PCB and mount like a SMD component. Beware you may have to de-rate the thermal properties of the IC as it was likely tested while through-hole mounted. You could always use a header but that would only be warranted if you felt you would need to replace or change this component often.