If you are using the stock airbox there is no need to place a catch can between it and the cylinder head - the stock airbox essentially acts as a catch can.
The other side of the PCV system is actually more important as it moves a larger volume of oil and dumps it straight into the intake manifold. Facing the engine look on the extreme left side and you will notice a fitting with a hose running around to the back of the engine and connecting to the back side of the intake manifold. The hose is made with an almost 90 degree bend toward the back side. This is the line where you'd either want to splice in a catch can or inline filter to intercept that oil. By the way, the picture you posted is of a typical catch can with an input and output line plus a sight glass so you can see how much oil you've collected. I suppose you could reuse oil collected in a catch can - heck, it would be dumped into the intake manifold and burned otherwise - but for some reason it just seems wrong to me!
Getting back to the line that normally dumps into the stock airbox: It is very common for people to connect this line to a fitting on a cold air intake which bypasses or replaces the stock airbox. This is not a good idea as this line is actually an air makeup line and most of the time it actually draws air INTO the cylinder! It only expells air and oil when the turbo motors are under boost, which is why you see the oil collecting in the bottom of the airbox. If you connect this to the intake not only will you be dumping that oil into the turbo impeller (may or may not be so bad - I've heard arguments both ways) but you will circumvent the lines' primary function, that of an air makeup line! Air being sucked through the intake will rush past this little fitting, creating a vacuum against it (albeit a small one), which you DO NOT WANT! Bernouli's Principle and all that you see. Bottom line for the PCV system on the drivers side of the car: no need for a catch can if you have the stock airbox, and you're probably better off using a breather element if you have an aftermarket CAI (although your local emissions testing folks probably won't like it!)
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