Well,
The big challenge is that the guns are wired directly to an interface box which must plug into your computer and monitor cable. This means that they you really can't insert the cable through a hole in your cabinet unless you cut and splice the wires back together. You need an opening large enough to move the gun (or at least the box) through.
In my case, I put them on the oversize keyboard tray behind the keyboard and then pull them out when I need them. I have a flip down door that covers the keyboard when not in use.
Another popular option is to mount them (drill a hole near a seam or door in the cabinet so you can actually get the gun through) and put them in holsters on the side. You can either find appropriately sized toy holsters or buy a real holster. You can also make them from any flexible material like leather or plastic.
Some people also use plastic "wire keepers" (kind of like the flexible tube you might have on your vacuum cleaner, but smaller diameter) over the wires to keep them from wearing on the ground and getting tangled.