I couldn't find a tutorial on cathedral window pillows anywhere so I decided to make one of my own. If anything needs clarification please let me know and I'll try to fix things. It is very picture heavy but I'm hoping that will make things as clear as possible.
You will need...
14 inch pillow form
1 yard of fabric for the windowpanes (I'd recommend something fairly plain) ~ I'm using white cotton
1/2 yard of fabric for backing
scraps for windows
thread that matches your main fabric Cut a 9" square of card stock or similar weight board, it will need to be able to stand up to a bit of steam. Cut a second smaller square about 2.5". First cut a 14.5" by 14.5" square of the white fabric and place aside. You'll use this later as a backing for the windows when sewing the pillow. Next cut out 9 squares of the white fabric. I use the 9" template as a guide and cut them about a 1/2" larger on all sides. If you're very concerned about accuracy 10" should work fine. Once you have 9 squares put them aside for later. Now cut a 14.5" by 18" piece of the fabric you're using as a backing for the pillow. Then eyeball it and cut the piece a second time so that you have a piece that's 14.5" by about 11" and one that's about 14.5" by 7". You can use what ever dimensions you're happy with but you're creating a pocket for the form to slip into the pillowcase. Press down one edge of the larger piece of the two backing pieces. Repeat the step so that the raw edge is completely underneath. If you'd like you can sew down the edge but I don't think it's really necessary. Now cut twelve 2.5" squares for the windows. Be a little generous with this step... slightly larger windows will be much easier to work with than windows that are two small. I'm using different fabrics for each of mine but yours can match or be anything you'd like. Fabric origami as about to commence, it's time consuming but worth the effort. First miter the corners and iron in all the edges using the 9" square as a template. You should have a square that looks like this. Take the square, fold in half and iron the fold. Repeat this step so that you are left with two fold lines. When you spread out the square it will look something like this. Now finger press the corners into the center like so. Pay close attention to the outer corners, you want them to be as sharp as possible. Iron the square, I find that pressing the corners first helps keep them sharp. Repeat the steps and finger press the corners into the center again. This can be a bit tricky since the fabric is thicker and harder to work with. After the final ironing you'll have a square that looks like this. Now you only have to repeat the steps eight more times. I tend to assembly line them but you can do what ever you like. Once all the nine are finished lay them out in a three by three block. This is the size of your final your pillow top. Decide on your layout for the windows... I'd take a picture so that you can remember once you start sewing. If you're using all the same fabric for the windows you can skip this. Separate the blocks like this and sew them together along the fold lines. Pin the tips of the triangles together. You can sew them on a machine or by hand but be careful to keep things as even as possible. When you're finished the seam should be right along the crease line you made when ironing the squares.
The shiny pink arrows are pointing to where the seems should be. You can sew everything together right away but it makes a very bulky piece to hold onto. Refer back to your layout photo and place the four windows into their spots. Finger press and pin the sides of the diamond. You're now ready to sew the windows ~ have fun. This part of the sewing needs to be done by hand. There's no way of getting around it but they don't take that long and all the stitches can be hidden and neat. After the first four windows are sewn in sew the blocks together again along the edges indicated by the arrows. Then sew in the windows that belong in those spots. Continue sewing the blocks together and sewing in the windows. When you're finished the top should look like this. Take the 14.5" square and place the cathedral window square on top. Open the outer triangles and pin the two pieces together. Sew the backing to the top along the fold lines. You should have a top that looks like this all ready for more hand sewing. Sew down all the outer windows, they will be plain without a fabric center. Now tack all the corners together, you can either sew them down onto the main piece or leave them free of the backing. I prefer the second option, it's still neat but you can slip your fingers through. Once everything is sewn down your pillow top will look like this. It's time to sew up the pillow. Place the backing pieces on the top with the good sides facing each other. Using the seam from sewing the white backing to the cathedral windows as a guide sew the back of the pillow to the top. Pay close attention to the corners and make sure that none of the cathedral window edges get caught. Flip everything right side out. The back will look like this. And the front will look like this, you can now insert the pillow form. Finally you'll have cathedral window pillow finished and ready to go.