I hope this image could help

Thank you sir.

Is that epoxy resin that u used to connect them? Is it ok if I use epoxy resin?

Also, I would like to use retort stand to clamp my anode and cathode, will there be any leakage?

Yes, this is epoxy. I am not sure about your type of clamp, but I do not think it will be any leakage. 

Thank you sir.

Then may I know how do you characterize the photocatalyst thin film instead of powders?

I usually do UV/Vis, XPS, and SEM