Lay out the pattern for the sleeve
The first step towards set-in sleeve sewing is to lay out a pattern for the sleeve. You are required to cut the fabric for the sleeves and cut the notches outside the seam allowance as you cut around the pattern. You should also cut a notch where the shoulder seam meets with the sleeve, indicated by the pattern.
Set your sewing machine
The sewing machine needs to be set to its longest straight stitch, which should make the machine basting. Between the notches on the top of the sleeve at 5/8 inch depth, you need to sew a row of machine basting. It is recommended that you leave the tails long. You can now sew a second row of machine basting next to the first row at ½ inch, while leaving those tails long as well.
Sew the underarm seam
The underarm seam of the sleeve needs to be sewn at 5/8 inch. You may now backstitch both the ends before you sew the garment at the shoulder and side seams with a 5/8 inch seam as well.
Pin the sleeve to the garment
With the wrong sides joined, you are required to pin the sleeve to the garment. However, make sure that you start from the under-arm. You should pin the sleeve between both the front and the back notches. You can now pin the top of the notch or sleeve to the shoulder seam.
Pull up the machine basting
Until the sleeve fits smoothly with the garment, you should pull up the machine basting threads evenly and gently on both sides.
Stitch the sleeve
With a 5/8 inch seam, you need to stitch the sleeve in place. Hand baste the sleeve first if you get a feeling that you might have too many puckers using pins.
Trim the sleeve seams
The sleeve seams need to be trimmed to ¼ inch. You can now press with a steam iron and hem the sleeve as per the pattern's directions.