Okay- first off, the "Search" function in the Magnum Swaps section is your friend...
But in a nutshell, here's the deal:
The bellhousing bolt pattern is identical between the Magnums and the LAs, so the bellhousing is a bolt-on.
You cannot use a neutral balance or 360LA flywheel on a 5.9 Magnum, the balance is totally different. Factory 5.9 flywheels use a 11" clutch and will not fit the 833 bellhousing. You need an aftermarket 130t flywheel such as this one from American Powertrain:
SCIENCE FRICTION Billet Steel Flywheel, SFI Quality, 130t/10.5", 360 Magnum, 6-bolt - American Powertrain . It is compatible with the factory crank sensor in case you're retaining the EFI. If you're going carb, MP and other companies also have compatible flywheels.
Your crank most likely isn't drilled for a pilot bushing. This means you will have to have the crank drilled for one, or use the later roller pilot that seats in the torque convertor hub register, and shorten your trans input shaft.
The bellhousing you use needs to have the same diameter bearing retainer hole that your trans uses.
A B body trans is longer than an A body trans and mounts the shifter in the wrong place for an A body. Not at all easy to adapt. Plus the fact that a '65 trans uses a ball & trunion output shaft, which is difficult to find service parts for, more desireable is the '66 and later trans with a slip yoke output. It'll probably just be easier to find an A body trans with the matching bellhousing.