I started by basting the collar stand to the neck edge of the coat. The neck edge had been stay stitched and I clipped the seam every inch or so. The clipping lets the neck edge "flatten out" and makes attaching the collar much easier.
The lining is then "married" to the coat, sandwiching the collar in the middle. I pinned it together for starters and then basted the hell out of the entire seam. There is a lot of fabric to contend with so some patience is required. The "Big Seam" starts at the bottom hem of one of the front facings, comes up the front of the coat to the top of the lapel, pivots, crosses over the neck edge to attach the collar, pivots at the top of the other lapel and then continues down to the opposite hem. I really took my time at the machine, stitching just an inch or two at a time, then readjusting the fabric which seemed to be all over the place.
The whole mess is flipped inside out and Voila. The collar is attached and the lining has a neat clean professional appearance. The only part of the lining that will need to be hand stitched is at the back vent. I plan to do this with a prick stitch, which is both fun to do and looks great.