I think what whoever told you that meant, was that there should be stitching through all three layers. Thats the actual quilting part.
To continue from a quilt top (Thats what I'm doing right now!), you need a back and batting, both a couple inches bigger each way than the top. Then you pin the back down to a carpet or something similar (right side down) lay the batting down, and then center the quilt top (right side up) on top of it.
Then you have to take about 1million saftey pins and secure all three layers to make sure they stay together and don't wrinkle when you sew. Usually you should start in the middle and work your way to the outside.
Once you have everything pinned, you can start the actual "quilting", that is, sewing whatever design you want through all the layers.
Once you're done with that, you just put on a binding and you're done.
Thats what I was taught in my quilt class at college, but I'm still a beginner, so you may want to wait for more advanced members to give you feedback