usually the cooler the area the better. but engine compartment is still ok. if you go by msd's recommendations, you shouldnt have any problems. you should be able to dl a copy of the manual from their website.
personally, i still question if there are any real gains from an msd... stock mazda rotary ignitions are pretty decent to begin with. slight, and i mean very slight, smoother running from bottom to top of the rpm range. but that has been the great debate since the beginning of time.
i made a plate to hold 2 msd 6a boxes on the drivers side fender well , had to move the coolant overflow bottle to the other side .i got the boxes free from a buddy of mine , thank go they are not worth a shit for my street port . do yourself a favor dont waste your time