I think Gordon and K&C as a whole have stated that they use everyday products available. house paint, foam board and similar products. I don't know if the signs are scratch built as they are easy enough to do but, if you are wanting pre made plus models do some nice stuff as do verlinden and, a newer company called reality in scenes have some excellent metal signs. They work well with this hobbies models.
You can also pick up some of the excellent model books likes modelling terrain and advanced model terrain by Richard Woodrow give a great description of the materials needed to create dioramas. Verlinden and some shep payne books are available from many sources which offer help
Mostly dio makers use anything they can get hold of to scratch build stuff and I would think that K&C are not very different to this
Mitch