All parts of helicopter are curves, only bolts and nuts are mesh.
I have done whole collection of pieces for this building kit, ust find a time to clean the file and post it ... :)
Some renders can be find here:
or here http://blenderartists.org/forum/showthread.php?234711-Cycles-Helicopter-material
Really cute. Thanks for sharing. Note: the render you linked to do not seem to be accessible anymore.
Like it. I played with Meccano for a year, but the next year I asked for Lego, which I really preferred :-)