newbie confused with PCB designing a TO3 transistor
Notice the dot above the capacitor. This connects the output of the PNP TO3 Transistors, the Capacitor Anode, and PIN 3 of the 7812, it's VOUT. This means they are electronically connected. The Capacitor is a filter capacitor for the 7812, for stability. All it needs to be is physically connected to the VOUT trace. Just like any other component.

The TO3 Transistor casing would normally be screwed or riveted onto the PCB. It can be screwed onto a PCB trace, or through the use of a solder tab, a wire can be soldered to another spot on the PCB