Let me get this right, you’re not planning on the skirt being reversible are you? If yes, the you need to consider leaving the pockets off.
If not, then construct the outer skirt and pockets as per the instructions, then construct your skirt lining. You need to have made the lining pieces so that they don’t have pockets. If you’re unsure of how to adjust the pattern piece for a lining and “fill in” that pocket area then take a look at the tutorial on the blog for lining the Soho Shorts/skirt.
Then, simply sew the skirt and lining together around the hem edge. I’d understitch then turn and press. Then attach the waistband as per the pattern instructions.
Does that make sense? Apart from the joining at the hem it will be the same order of sewing and same lining pattern adjustment as that lining tutorial.
Sounds like a fun skirt.