Oh dear, I misread your post. You're doing the octagons! I do believe you're supposed to sew the squares together, but leave the corners until last. Start by putting the completed octagons on your design wall, then fill in the corners.
They should have 8 triangles, so sew 4 pairs of triangles together, then sew those pairs together to make two halves, then sew the halves together. I believe she has dimensions for the corner triangles you have in the corner, but I wouldn't sew them on (unless you're using the same fabric everywhere) until you've arranged the octagons on your design board. I'd prefer if all the triangles at one corner were the same, but it'll be hard to keep track if you sew the corners on before the design wall (again, unless they're all the same anyway).