How do you sew sleeves into a jacket?

Hello! I have just recently started sewing! I am making a fleece coat for my daughter. I do not understand the directions regarding the sleeves. It says to pin the sleeves into the arm hole and stitch. Then trim allowance and push back. If I have the coat inside out and pin/stitch the sleeve into the arm hole, the unfinished edge of the armhole will be laying over the sleeve when turned right side out. Am I making any sense? I'm confused!! Please help! :)