Updated with more pictures.
1.Cut two of each piece that comprises the bodice, except for the facings. Ignore any facing pieces. One set of pieces will be cut from the main fabric, and the other from a lining fabric. It is always possible to line the fabric with the main fabric, but if your material is light/see-through, use something solid for lining.
2.Sew the bodice pieces together if there are princess seams or anything like that, and then sew together at the shoulder. Do the same with the lining. Press all seams flat as necessary.
3. Sew the underarm seams together on the bodice. Do the same with the lining. Press seams flat.
4. Right sides of the fabrics together, carefully pin the lining to the bodice at the neck line, and down the back or front, depending on where the bodice closes.
5. Sew the seam you just pinned, being careful to keep things smooth around the neck curve.
6. Clip the tightest parts of the curve with traingular notches so that the seam will turn right side out and lay flat.
7. Clip the corner so that there's not a bunch of fabric bunched up when you turn it.
8. Turn the seam right side out and press.
9. At this point you can either topstitch around the seam you just pressed, or just leave it, or stitch the seam allowance to the back by opening things up again, sewing near the seam you just put in and then ironing it all back down. Don't do this without first pressing, though.
10. Press it.
11. Go to your armholes and either set a sleeve in, and then zigzag around the raw edges, or fold the lining and the outer bodice towards each other, pin like crazy and then do a little seam near the edge to hide the raw edges. On this dress, the cap sleeve only encompasses part of the arm hole, so you can see how I sewed it onto the outer fabric, and whipstiched the lining in place where the sleeve is set in, and did the fold-together and stitch thing at the bottom half of the armhole. Whipstitching the lining only works because the sleeve itself is lined and the stitches therefore don't show on the outside.
12. When you sew the skirt on, only sew it to the outer fabric. Then fold the lining up and hand stitch in place for a very neat finish on the inside of the garment. With the exception of the sleeves, there should be no raw edges showing at all. If the skirt is lined, put the selvages of the lining facing the selvages of the outer skirt and it's very nice on the inside.
This is good to do if the bodice overlaps for button holes, or a zipper can be set into the back of the garment. (I prefer to sew a hidden zipper in by hand to the liner.)