To construct a lined vest, you will need to spread out the fabric and then trace around the edge of the pattern with the crayon. After cutting out the pattern, you will then pin the fabric and then start sewing the seam. You can check out http://www.ehow.com/how_8757306_sew-lined-vest.html for a complete guide on the sewing procedure.
Most patterns are for vests with linings, so just buy a pattern. If it doesn't have a pattern, then you just cut each shape twice - one for the exterior fabric and one for the interior fabric. Then assemble.