Step 4: Knit it.
Be aware that the pattern is written in English knitting code (although the translation is simple) - when it tells you to knit or perl so many of a particular letter, then refer to the key to see which colour they mean.
For this cushion, the pattern only makes the front, 40cm square. For the back, I knitted two rectangles that over-lapped when I made the cover up, so that I could use the envelope-style gap to stuff the cushion into the cover. If you are going to stuff the cushion, you could just make a simple square and sew up most of the way round before stuffing and finishing off.
If you follow the pattern exactly, you get four separate squares that you need to sew together. To cut down on seams, I knitted each side continuously, without casting off and on between the top and bottom squares. This gave me two tall rectangles to sew together.
Next time I do this, I plan on following the pattern continuously, all the way across from side-to-side, simply by reading the top line of the top-left square, then the top line of the top-right square, then the second line of the top-left etc, finishing off with the last line of the bottom-left, then the bottom line of the bottom-right. I will probably have to tape the pages together into one large sheet, but it will be worth it.