It means what it says - no sewing- I don't have the exact measurements, but you cut your squares at least 4 " larger than you want the finished squares to be, then cut a 2" fringe and knot the pieces together. You can do that on one side, like Lilian did,Which gives one flat side and fringes on the other, or you could alternate it.
Helen, it means - that she didn't sew it - but as the others have said - Lillian will come along and explain how she did that for you, soon.
I think the two pieces are tied together with fringe. i will let her explain.
Your right, they were but I am sure that Lillian can explain it better than myself.