I like to use piping/cording on my pillows so I sew that on the top square and bottom square first using a zipper foot so I can stitch close to the cord. Then I take my fabric that I'm going to use for the boxed edge and sew that on the top stitching over my stitching from when I put the cording on. To go around the corners you need to clip the seam allowance nearly to the seam line and ease it around. When I start to stitch the boxed part on I leave the first bit free and also stop before I get to the end so I can then fit the boxed part length and join the two ends and then complete the stitching around. To apply the back I do the same process but leave a larger opening to insert the pillow and then once the pillow is inserted I slip stitch the opening shut. I cover my own cording to either match or compliment the fabric. I cover the cord with the fabric and using a zipper foot stitch close to the cord. This stitch is then my guide when I'm sewing it on the top/bottom and again when I'm sewing the box part on. I don't know it that makes any more sense than the videos you've watched but it's how I do it.