I have only limited experience with in-ceiling installs because I abandoned my install, for the time being at least.
You don't need to build an enclosure for them but the one thing almost every speaker I looked at required was that they be mounted at least 1" from any ceiling beam or corner. That didn't work for me because once I remove the j-box that is installed in the ceiling and mounted the speaker I'd have a gap that wouldn't be covered by the grill and I'd have to patch, texture, and repaint...hence not gonna do it right now.
Most of these in-ceiling speakers use some kind of dog leg type system to clamp to the drywall. They don't weigh much so simply clamping them to the drywall is sufficient. You may not have to build any kind of support for them (you kind of imply that you will have to nail/screw them to some kind of rigid support). If at all possible I would highly recommend downloading the manual and finding out exactly what is required before you buy them and attempt the install. Most likely, all you'd have to do is use the template to cut the hole in the vinyl and then push them into the hole and turn the dog-legs to clamp them in place, but do verify that before you begin.
