You can hem later
Do not sew liner and curtain fabric together on the bottom edge. You can, but on heavier fabric it gathers and looks messy.
I machine sew hems and handsew close to the corners/mitre (lovely word).
I don't use weights but I know some use 2p coins in corners etc. Not advisable on light fabrics as I suppose you will see them.
Have a look at some ready made curtains and copy! That's what I used to do.
I made all my curtains, Austrian blinds (very 80's) and roman blinds when dds were little and I had time.
Click here for a good website and also about mitring a hem