My Excalibur EX-21 came with a stand. Because I have a small one car garage as a shop, I disassembled the stand and put it away. The saw sits on a mobile cabinet instead, with drawers for storage. Lives against the back wall of the garage when not in use. Two other mobile cabinets have to be moved to bring it out, but with the right castors, all that is very easy.
The cabinets are made with 2x4's, with 1/2" plywood sides and 3/4" plywood top and bottom. The tools are bolted onto the tops very solid. All the drawers are just pine. Game me a huge increase in storage! Plus the items stored are related to the tool on top - cutting tools in the bandsaw cabinet, drilling tools and bits in the drill press cabinet, grinding and sanding in the grinder/sander cabinet, etc.
Too bad you are not closer - you could have the stand from my EX-21.
As to setup - I understand that the Pegas 21" is based on the same design as my Excalibur EX-21. One thing there seems to be confusion about with this style of scroll saw is how to tension blades.
Some people refer to the knob that raises and lowers the arm as setting the tension. In fact, the tension is set by the springs in the chuck lever. You use the knob to ensure the upper arm is parallel to the lower arm. Since the lower arm should be parallel to the table, you set the upper arm parallel to the table. I do this with a gauge that is a piece of wood cut to the right length - just shy of 2 3/4" on my saw. The correct length for the gauge is found when the distance from the upper arm to the table is the same at the front and at the back.
I put two magnets into the wood so that is lives on the side of the upper arm, ready for use. You use the gauge each time before starting a scroll saw session.
My EX-21 is a few years old. I replaced the upper and lower chucks with the Pegas units. Very nice!