I'm by no means an expert, I've just seen my mother do it and have read blogs etc. (just letting you know! lol)
If you use the 'cut pattern pieces the same as dress and sew together' method which I first suggested, I would do the same to the back of the dress as the front.
If you sew the 2 pieces together first, then lay lining over the top, you seams might not match up and it could create a funny lumpy line down the back of your dress, which you don't want.
I'd do it like this:
1. Cut lining and fabric to same pattern
2. Stitch around edges to attach fabric to the lining (If you use a zig zag stitch close to the edge as possible, this will double as control stitching and will ensure the fabric won't fray, you can overlock it if you have an overlocker)
3. Sew darts and check it sorta looks right by laying it on your body (you can pin the side seams if that helps with how the end product will look)
4. Sew side seams (check it on your body to make sure it looks right)
5. Pin zipper and sew so the seam is on the INSIDE of the dress (kinda important lol), sew seam which runs down the back of the dress, below the zipper (try it on again)
6. This is the tough bit to explain. Turn the dress in the right way, pull some fabric towards the zip, but not so it crosses over it. It is the seam which neatens the zipper and hides it a bit (check out one of your other dresses/skirts to see it) run a line of stitching along the side of the zipper, careful not to hit the zipper or you'll break the needle. Do the same to the other side of the zipper.
7. Finish the neck, arms and hem.
You will still see seams on the inside of the dress with this method but it is very easy. Someone else might have an easy way to do 'proper' lining