I don't have all the equipment needed to make 'professional' kydex sheaths, so it's a case of improvising and using what I have to make something that works, like most of my stuff, it's functional but not beautiful..still it does what it's meant to and that's all that matters.. DFR (Do Fine Rightly) as we say here !!
This is all I use, a heat gun, a piece of kydex and the knife to be moulded, plus a couple of pieces of foam glued to the back of a piece of 1/2" MDF board.
heat the Kydex till it turns floppy, make sure you keep moving the heat gun to stop the kydex burning, fold the kydex in half and place the knife in it close to the fold and quickly place the other foam backed board on top of it all, then stand on it!!!
once the kydex has cooled take the knife out and cut to a rough shape allowing for enough space to put the rivets, I just used a dremel with a cut off wheel.
a quick sanding to smooth the edges and get the final shape, then drill the holes in the kydex where you want the rivets or bolts to go
I just used rivets tapped in with the small flaring tool and mini anvil it comes with, it doesn't make a perfect flare but it does the job and as it's on the back side of the sheath you'll not see the other side of the rivet anyway.
with this one I also fitted it with a cheap tek-lok so it can be attatched to my belt or pack, but you could also make a belt loop from left over kydex instead.