Tailoring: the Classic Guide to Sewing the Perfect Jacket, recommends that lining pleats should be secured with feather stitches. (If you hand embroider at all, you know that the feather stitch is a common decorative/border stitch.) Isn't that fascinating?
All you have to do is fold any pleats or darts on the pattern lines, bring the lines together, and press the bulk of the pleat toward the center of the coat. Then work a feather stitch down the edge of the pleat. I used six-strand embroidery thread. (The best instructions for a feather stitch I found are in a book I own called The Embroiderer's Handbook. You can also check out this website if you're interested.) The picture above is the top of the front lining. It's a dart in the outer coat--but as is often done, the dart is converted to a pleat to give more ease in the lining. And yeah, my stitches are uneven. I got too excited about trying out a new technique to mark my lines!
The lining will now get sewn together and then handstitched into the coat. My tailoring book doesn't give specific reasons for using a feather stitch, but I can tell you that it's incredibly strong--plus very pretty, I think. You could use contrasting thread for a little pop of hand embroidery in your coat--how couture!