When my DMIL did hers, she stitched them together with what I've seen called 'ladder stitch' among other names. It is done very much like other hand piecing where you do a small running stitch. Since your hexagons are already folded over, you take a small stitch in the fold on one side then directly across from the exit spot you enter the fold of the adjoining hexagon. It is also very similar to hand stitching the binding of a quilt.
Hope this is slightly more clear than mud!