I will assume that the mill is on a workbench or stand.
I would just fabricate a pan and sit the machine into it.
Perhaps 48 inches wide, 30 inches front to back with a 3 inch lip in front and sides and 12 inches high in back to catch chips.
Since it is made from folded metal, 24 gauge would be fine, 26 would also work.
You will want galvanized metal if you are using cutting fluids. Many of them will eat away paint.
I made mine out of stainless.
You may want to take a sketch to a sheet metal shop.They can make the pan out of a single piece of metal and will braze or solder the corners.
Light gauge or galvanized metal is not going to weld with flux core.
They can also fold a 1/2 inch hem on all the raw edges to keep things straight and safe.
If you do use fluids, think about soldering a drain.