Step 39 says, "Stitch each side seam from lower edge of garment to lower edge of sleeve. Remember as you stitch that the sleeve seam allowance was pressed towards the sleeve and should stay that direction as you stitch.

Step 40 says, "Double stitch under arm seam. Trim seam allowance close to stitching." Here they are referring to doing the same thing that you did to the seam allowance when you joined the sleeve to the body of the robe.
You may decide to do this to the entire seam allowance and press the entire seam allowance to the back side of the robe. However you decide to finish the seam, please remember the need for seam allowances.

Step 41 tells you, "Stitch Belts together at center back." In other words, take the belt sections that you cut out and join the short straight edges, right sides together, using a 5/8" seam allowance. Press the seam allowance open, as it shows in the diagram. This seam allowance will be enclosed in the belt so a seam finish is not necessary.

Step 42 Tells you, "With right sides together, fold Belt in half along fold line. Stitch from each end, leaving a 4" (10.2cm) opening at back." Make sure you line up the edges and match the seam from both sides, as you sew and keep the edges lined up to prevent the finished belt from twisting.

Step 43 tells you, "Turn Belt right sides out through opening." As you turn the belt, try not to stretch the fabric in the opening. Press the belt flat with the seam to the edges. Press in the seam allowances of the opening and proceed to step 44 to hand stitch the opening closed.

Return to page 6 and step 60, which tells you, "Press in a 1 - inch (2.5 cm) hem at the lower edge of each sleeve and stitch in place. Please remember the importance of seam finishes before you stitch this hem in to place. This can be done by zig zaging or serging the raw edge before stitching the hem or you may press under a 1/4" and leave a 3/4" hem.
If you would rather have the cuffed sleeve that is in the other view, refer to step 45 and follow those directions. However, always remember the importance of finishing the raw edge before you stitch the hem in to place.

Step 61 tells you, "Press in a 2-inch hem at lower edge of garment and stitch in place. Once again the pattern directions do not tell you to apply a seam finish to the raw edge. Always finish the raw edge of the fabric before you hem the garment!

This hem can be hand stitched in to place or it can be top stitched. Personally I "wear" a robe and prefer the strength of a top stitched hem.