You shouldn't need anything for the LED; just drill a hole large enough for the LED (or if you want to get fancy, there are snap-in LED bezel inserts for different sized LEDs that you can use - makes the drilled hole look more "professional"), put the LED in place (with wires/leads), then blob some hot-glue or silicone into place. An LED is mostly cast plastic around the part that emits the light - no dust or water can get inside it (but it can get around the hole edge - which is why you blob on some silicone or hot glue).
As far as the IR device(s) are concerned - that can be trickier, and I don't have a ready answer (ok - maybe one). You can't just use any old plastic or glass lens/bubble - it must be IR transparent (otherwise whatever it is sensing will be missed or attenuated in some manner). The only option I know of off-hand (short of going to edmund scientic/optics and ordering IR transparent plastic or glass - which is another option, I suppose) would be to use some unexposed processed 35 mm film. Go down to your local dollar store or whatnot, buy the cheapest roll of 35 mm film you can, take it out the box, drop it in the processing cannister, and have it processed (tell the clerk processing it what you are doing - maybe they can "process" it, but not run the photopaper - you don't need a bunch of blank photos - just the processed film). When you get it back, the "negative" strips will be opaque to regular light, but transparent to IR (if they aren't fully opaque, double up the strip). Alternatively, if you have some 35 mm negatives lying around, look thru them and see if any have leader or "blank" opaque areas - sometimes you get that at the beginning/end of the roll.