By reading with students about how the moon changes, demonstrating the experiment, then letting students try the experiment in cooperative groups, followed by having them demonstrate what they've learned in written and illustrated form to others, the students will be actively involved in learning about what causes the moon to change as well as giving them opportunities to articulate what they've come to understand.
Students learn by doing, but they retain what they've learned by teaching it to someone else.
Read The Moon Seems to Change as a motivation. Demonstrate how to use the materials to do the experiment. Have students do the experiment in cooperative groups, making sure they identify each phase of the moon. A discussion of what they saw as they did the experiment and how the moon's rotation, as well as that of the earth and sun, effect the phases of the moon that we see. In addition to writing about what they saw, student groups will demonstrate to the class, using illustrations.