We don’t have a tutorial on this but it’s certainly a possibility, so I’ll add it to my list. Which part are you having trouble with in particular and maybe I can try and help you out through here.

Normally what I do is create the outer shell of the jacket bodice and then the lining bodice. Since it’s a jacket, you’ll sew the two pieces together around the neckline, front opening edges and bottom edge (or not depending if you’ll hem the bottom edge separately). So the only area not sewn may be the armholes which is used to flip the whole thing right side out. Then I put on the jacket sleeves and then the lining sleeves would go in similar to our tutorial sleeve lining. I’m sure there are other ways to do it, but that’s a very simple way to get that lining in.