Typically, in the United States installations such as this fall under the NEC Electrical Code articles 500 through 517.
The wiring to your enclosure, within the hazardous location, is done using Threaded Rigid Conduit. All fittings that connect to your conduit, including the enclosure you referenced, should have some stamp indicating a rating for hazardous locations (Class 1 Division 1 or 2). they have a range of rated conduit fittings for hazardous locations such as: LB, C, T and Junction boxes. Lengths of Flexible conduits are also available in various lengths. Flexible Conduits have an outer brass braid and have a Hazardous location rating on them.
Within 3 feet of exiting the hazardous area you must use a EY or EXY seal fitting. This keeps any vapors, that may find their way into the conduit, from making their way, through the conduit into a non hazardous location. The inside of the EY Fitting is sealed using Fiber and a Cement like compound. Note the EY or EXY must be rated for the orientation it is installed in (Verticle or Horizontal).
Typically the wiring you use is the same as is used outside the Hazardous location. As long as the Wire is rated for the voltage and what ever physical exposure it may come in contact with (oil, water ect ect).
Beyond making the installation using all rated fittings there are a couple of alternative approaches which give you more flexibility in doing installations with a location such as this:
A.) Interface all the wiring through intrinsic barriers. These are special devices that limit the power delivered into the location minimizing the potential to create an ingnition source
B.) Fresh air purge the enclosure. Systems that use this approach have a purge switch to prove the fresh air purge and will power the equipment down through a contactor if the purge is lost.
These links should help to answer your question on sealing the wiring within the conduit (the EY reference above).