I know Rob had fittings put in his gearbox casing to allow a cooler to be fitted but never got round to it. I guess you'd want the feed to the pump somewhere near the bottom of the box and the returning cooled oil going back in somewhere along the oil gutter at the top of the gearbox.
What are you using the car for that the gear oil needs cooling?
Just found a picture of Tony Bardys Sunny Gti-R rally car gearbox, its not a standard box but you can see where (what i assume are the cooler connections) go in and out of the casing.