We simply ignore the directions of the edges and make the graph undirected. This is usually what is meant by K nearest neighbours graph.

University of Michigan - Ann Arbor

We connect nodes to their k nearest neighbours. However there are times when this relation is NOT symmetric i.e. A's kth nearest neighbour is B, but A is B's k+1th nearest neighbour. This causes the graph to be directed which is a problem. 
This can be dealt with in two ways described in the child nodes.

K nearest neighbours graph

Undirected K nearest neighbours graph

Only join nodes that are symmetrically in each other's k nearest neighbours.

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