OK. Are you making a "quilt" that will hang on the wall? Or one to use on a bed/couch?
If a wall hanging, sew on the embellishments before the sandwiching. You could put the batting on and sew through that and then add a backing. Or before the batting if you've used a fusing to stabilize it.
BUT...if this is going to be a bed quilt that needs to be washed, what kind of "embellishments" are you adding? Can they be washed? If they can be washed, decide if you want the sewing of the embellishments to be part of the quilt or not. Are they hand sewn or machine sewn? Part of the back of the quilting to show or not? Either way would work out, I'm sure.