Need help

I bought some fabric material for a baby quilt. Then I purchased another pice of fabric to match this. I was told that I could make a no sew quilt for this by placing batting between the two pieces of fabric and using embroidery thread scattered over the fabric making sure that I go thru all 3 layers of material and make a square knot. I feel stupid because I did not understand these directions. I'm hoping someone out ther can help me.
Thank you.

Hi,
You just take the embroidery thread and pull it through all three layers then make a french knot to tie it off. You're probably going to have to sew a binding around the edges though. I hope this makes sense, if not just let me know.
Hugs & Happiness~~~ Paula

I was thinking the square knot would be where she would cut along the edges in about 2 inches every 2 inches along the outside edge of the babyquilt and tie a square knot attaching all the pieces together and then there would be a fringe all the way around. And as for the embroidery thread I would start in the middle and work my way outwards going through all three layer and tieing a knot on top like they did the old time quilts, I would cut pieces about 5 inches push needle down through all three layers bring it back up and tie a knot when you are all done trim and leave about 3/4 inch, I would do this in about every 4 inch square space. Hope this helps.