The instructions recommend a hand sewing method, which is also my prefered way as it gives total accuracy with the window position. If this doesn't appeal to you, further down this post I give links so some tutorials using a second method using fusible interfacing which I've also used successfully in the past, but you will need to do that one before you put your lining in.
First Method for Buttonhole Facings
There is an excellent tutorial on how to do the buttonhole facing method that I am showing below at SunnyGal Studios, so go and check that out. If you read through the comments there you will see why we wait until the facing is all attached before making our openings: due to "turn of cloth" the final position on the windows will be slightly different for everyone, and is the reason why they are not marked on the pattern piece.
To help with my turn of cloth and to secure my facings in the right position, I use vertical basting. After I roll my facing and collar seam to the back so it can't be seen and give it a good press with steam I use this technique to hold everything in place. I first used this technique when making my Colette Anise Jacket and have used it ever since. You can read the Colette tutorial here (scroll to the end of the tutorial). You don't have to do this step, but I like to, it just keeps everything where I want it to be.
Once I have your facings in the right place, baste around each buttonhole:
Mark the position of your buttonhole:
And carefully open it up, making sure you don't catch the front jacket:
Tuck the ends under and hand sew using small stitches so it is nice and secure:
Alternative Method for Buttonhole Facings
If you are using a fabric that frays alot and you know this will be a nightmare for you, then there is another technique that works well, but you will need to do it before you put your lining in.
Mark your buttonhole window position as above, but don't baste the two layers together as you need to open up your facing to access it. In this case I would say the vertical basting step is more important so you can be sure your facing is in the right position as this method is a little harder to get the windows in precisely the right position. You use a small square of fusible interfacing to make a window. It makes for a lovely finish, and you can find great tutorials on this method here (scroll down to the buttonhole facing section), here (this tutorial uses organza instead of fusbile interfacing) and here (scroll down to the section on the facings).
I hope that is helpful. You can find all the posts in the sewalong here. The Flickr group with more construction photos is here.