That's not a heatsink. That's a kit ogf parts to connect a TO-220 device to a heatsink.
If I recall correctly, I did recommend a "plastic" TO-220 device as that removes the need for most of that hardware and you can just get a small nut and bolt from a hardware store.
In terms of the heatsink, let's assume you have 3.5V across a LED at 350mA and everything is being powered from a 12V source. The amount of heat dissipated in the transistor will be (12 - 3.5) * 0.35 = 2.975W (let's say 3W)
If your max ambient temperature is 30C and you want the device to be no more than 60C, then you need a heatsink rated at (60-30)/3 = 10 degrees C per watt or LOWER.
. (I searched for heatsink and chose the obvious one)
Then scroll to the right and choose all ratings of 10 deg C and lower in the "Thermal resistance natural" column. Then apply the filter
Set a quantity of 1 and sort by price.
is the top hit for me.
Note that it's slightly better than you need, and it has appropriate mounting holes for TO-220.
That unit is designed to be bolted to the device and onto a board. Others have small legs so you can mount them standing up on the board and solder them in place.