My question has two parts, in general, what is the insulation around capacitors in general and is there a rule of thumb?
There are 2 types of spacing that matter:
electrical isolation, which ranges from functional insulation (which is required for a functional circuit (e.g. no flashover or tracking between conductors) to double insulation or reinforced insulation.
There might be rules of thumbs, but better check the applicable standards (e.g. UL60950/EN60950 for standard power supplies).
So, what isolation is required depends on what safety standard applies.
Read for example this for a start about isolation.
manufacturability The PCB manufacturer can tell best what spacing it likes best between components.
Regarding your PCB, it is e.g. clear that wave soldering of R12 and R14 and others will become problematic because C5 is blocking the solder wave.
How do I find out whether is insulation is good enough?
According to provided datasheet, the Insulation Resistance Between Terminals and Case is ≥ 100 000 MΩ.
So, you don't need to worry about the case to trace for this capacitor. On your PCB, the isolation is measured from the right edge of the trace to the left edge of the round (through hole) pad.