I'll try to explain:
The seam has been sewn by machine. The wide allowance is either folded flat and pressed or will be folded by hand as you go. Fix the thread in the folded edge.
With your needle, pick a few yarns of the fabric underneath and insert it a few mm further in the edge of the fold. Pull out the needle and repeat.
This is for a clean look on the right side of the fabric, where you will see only tiny picks.
When you want to fell linings, you move the needle under the cloth and take tiny picks in the folded edge of the lining.
I hope it makes sence!
Thanks a lot. I'll try it. :-)