...which is exactly how I do it. (not that I'm anywhere near as good as Eric is...)
I've found there are several ways to tackle this.
1 - use rivets just like regular kydex
2 - stitch the edge, like a pouch sheath, kydex exposed on the edge
3 - stitch the edges, like a pancake-style sheath, no kydex exposed
4 - make a leather "sock" which is sewn up the backside of the sheath, no kydex exposed.
Personally, I like to use the kydex as a liner and don't like to see it, so I go for #3 and #4
I'm sure there are probably more ways to do it, these are just the ones I have tried. I did a tutorial on #3 - link in my sig. line below.