The site below has information on making quilted Roman shades.
http://www.terrelldesigns.com/howtomakeromanshades.htm
You might want to think about the fading factor with window quilts and use a lining that offers ultraviolet protection. It might up the expense but if you have invested much time or money into a quilt for the window it would be a shame to have it fade out quickly if exposed to much sunlight. I saw this fabric mentioned at the Terrill site and other roman shade sites...I have never checked Joanns of other stores so don't know if it is readily available.