The whip stitch is a really simple way to sew your squares together. Take a length of yarn and hold your squares together to sew through. You can either go through the loops on the back of the squares facing you as you hold them together, or go through the tops of the stitches as if you were crocheting them.
STEP 1 Hold your squares right-side together, lining up the corners and stitches.
STEP 2 Take your yarn needle, threaded with your edging colour, and insert into the stitches. Option 1 is to go through the tops of the stitches as if crocheting them. Option 2 is to insert into the loop that is facing you on the back of the square.
STEP 3 Pull tight, and continue along.
STEP 4 When you reach the corners, do your stitch as normal, but instead of coming back into the same square, insert diagonally up into the next square corner, then straight cross to the fourth square, then diagonally back down into the first square. Then insert diagonally back up to the next set of squares and keep going.