WARNING: Tube/Valve amplifiers use potentially LETHAL HIGH VOLTAGES.
Building, troubleshooting and testing of these amplifiers should only be
performed by someone who is thoroughly familiar with
the safety precautions around high voltages.
Depending on the package style, just fasten with grease it to a reasonable sink, or if isolated tab, right to the chassis.
It's rated at 5A, however if its job is light (<2A), freestanding is fine.
Average current multiplied by typical forward voltage drop will give you an estimate of power dissipation. Anything approaching 1W or more is heatsink territory
IMHO hardly any tube amplifiers need heatsinks on Silicon rectifiers. 1 Amp of B+ current is a BIG tube amp (eight 6550 etc) and that's when I would start to think about sink.