The case prints in three pieces: the cover, the lid ring, and the base.
Download the files and print them out one at a time in white ABS or PLA. You won't need to use any supports.
Or, if you don't have access to a 3d printer you can order a pre-printed case from Shapeways.
Temporarily attach the cover to the lid ring. Put your Circuit Playground inside the base, and screw the lid on.
Then, adjust the cover so that the holes align perfectly with the NeoPixels when the case is fully screwed closed.
Once you've got it perfect, glue the cover to the lid ring.