I mention briefly in the intro to the pattern instructions about adding a lining and here’s how to do it. You can use any thin material; I like cotton because of its breathability. If you did a mock-up of your dress (and you should), you can even use the same pieces, providing you did not have to alter them beyond use.
I usually do the neck and sleeves after the bodice is built, as they are a bit easier before the skirt and zipper are added, but you can also put the whole thing in at the end.
1. Preparing your pieces
To start, check that your lining pieces have the same seam allowance as your dress pieces. Sew the bodice front and backs together shoulder and side seams, and attach the sleeves but do not hem them.
2. The Neck Edge
How your lining attaches depends on how your neck edge is being finished off.
Finishing the edge with a satin stitch?
(You can do this step now, or at the end) Press over the seam allowance at the neck edge of your lining, but press over a 1/4″ in from the neckline (so if you have 1/2″ of seam allowance at the neck, you’ll press over 3/4″). Pin the lining to the inside of the dress, so the lining sits 1/4″ in from the edge. Slip-stitch the lining to the dress. You can stitch it to the fabric if it is textured, like velvet. Otherwise, carefully attach it to the satin stitching (see picture below). Stop stitching 1.5″ away from the center-back seam line.
Finishing the neck edge with a collar?
(You can do this step now, or at the end) Follow the instructions above for finishing with a satin stitch, except that you can press the lining seam allowance right on the neck line, rather than 1/4″ in. When pinned and stitched, the lining should line up with the neck edge line instead of being 1/4″ below, as directed above. I don’t have a picture of this, but it’s fairly similar to the instructions above.
Finishing the edge by turning the seam allowance under?

Adding a lining after construction?
Follow the steps above for finishing with a satin stitch or with a collar, whichever is applicable. If you don’t have a collar, use the satin-stitching method, so the facing stays away from the edge. See step 5 (center back) before stitching all the way to the zipper.
3. Sleeves

4. You’ll now continue on with the regular instructions, making your skirt, sewing the dropped waist seam, putting in your zipper, and everything else until the dress is finished. I would even sew on any cape velcro you have to add to the dress now. Make sure your lining stays out of the zipper and dropped-waist seam.
5. The Dropped Waist Seam

6. The Center Back

Your dress is now beautifully lined. Linings not only catch sweat, but they also make the dress more comfortable. Enjoy!