Here is an tutorial on how to finish ruff edges. My mother calls this type of lining for Pakistani lining. To do this type of lining you need bias binding.
Start with folding the bias binding open and then pining it on to the edge on the outside of the garment. (see picture)
Fold the start of the bias binding and make it to go a little bit further then one time around.
Then sew the lining in the fold as shown i picture.
Fold the bias binding over to the back of the garment so the lining is placed inside the edge. The bias binding should not the visible from the front.
Then it is finish!