I am no expert, but I embroider all the pictures first, than cut the strips of fabic and join all together with final stip around the outside. than wadding under with back material under that.
I than stitch around each embroidered picture right at the very edge where it joins with the material. Just take it slowly. than all around final strip of binding that you turn to the back to finish, what I sew down by hand.
Best buy a book. that is what I did, it will help with corners etc.
Anyway that is how I do it. Good luck.

Edithfarmer has given you a good advice, That is the way I do too and I bouhgt books too to learn step by step.