Some K'NEX challenges, such as a K'NEX boat, require a waterproof skin, or other form of flexible membrane.
The easiest way to achieve this is to cut up carrier bags made out of very thin plastic. The bags from supermarkets are usually good for this purpose.
There are a variety of ways of attaching the plastic sheet to KNEX models. One is to stretch the plastic sheet over a rod, and then make a Side-on connection with a connector, as shown in the picture.