Hey Aaron,
I have no personal experience with the PwnCNC spindle/VFD, but many in this forum have, you better ask them. The VFD enclosure in the PwnCNC spindle/VFD kit is not directly comparable to a control cabinet like described here and available e.g. here but it is a plug-and-play solution. Daniel @PwnCNC knows much about the VFD in the kit. It is a VFD that supports Sensorless Vector Control (SVC). The VFD enclosure is made of 3D printed plastic and not of steel, so I assume that it is not a faraday cage.