Unless I misread, the lens is integrated, but Bosch recommends an optical window to protect the device. The integration guide is pretty comprehensive. Many fan-based air sensors require some specific enclosure considerations to separate the in/outflow.

Sparkfun sell a module with a ground plane + thermal pad as heat sink. This is suggested as OK by Bosch, though adding a small heatsink is probably a good idea, or just mount the enclosure on a metal surface.

https://www.sparkfun.com/sparkfun-air-quality-pm1-pm2-5-pm10...

https://www.bosch-sensortec.com/media/boschsensortec/downloa...

Ah I was looking at the integration guide but just skimmed it and I thought the window was a required lens. Thanks for the correction. (Can no longer storage edit my comment unfortunately)