I know when I make a tote bag I sew the lining just like the bag and but into into the bag wrong side out and top stitch at the top. I don't know if you would want do do that or not.
Usually you leave 2 seams open (one on the stocking and one on the lining) then you have it wrong side out and you sew the outside and then you whip stitch the inside(lining) closed. Maybe that made a ltlle bit of sense.
Susan in Bama

If you are working in the round sew fronts and backs together but leave the toe open in the lining.
Turn stocking right side out.
Leave lining as is anput it over the outside of your stocking .
Sew around the top then pull the lining up and into the top of the stocking and tuck it in.
If you are working flat:
Sew the lining front to the stocking front at the top, same with the back then sew all the way around the front and back leaving the toe open. Turn right side out and tuck the lining into the stocking.
I hope these two methods make sence to you.
Aline