The first part of construction, is assembling the bust cups. What you do to the exterior fabric, you will do to the lining.
Start by pinning your upper cup to your lower cup, easing in any excess.
Sew 1/2" away from the raw edge. I'm straight stitching mine.
Any time you sew a seam that curves out, you always have to notch your seam allowance, so that when you press your seam allowance open, you avoid any extra bulk.
Once you have assembled both cups, sew them together down the centre seam. To ensure that the horizontal lines running across the bust match up, I often place them together (right sides together), and make a small tack on the sewing machine, through the seam that I want to match up. I find this works better than pins, because pins can slip. This is an easy way to get seams that match up, every time.
After you have sewing your lining and your self, and notched your seam allowance, using a pressing ham, press your seams open.
Now we are sewing our cups to our lining. Mine sit about 1" up from my raw edge at the end, and about 1/2" up from my raw edge, towards the middle of the cup. I want to avoid getting the cup stuck in the seam where the body of the swim suit gets stitched on. This is why I have placed it here.
I stitched around the entire circumference of my cups, directly onto my lining. I literally placed the lining over my bust, the smacked the cups down over top to see where they felt "natural." You'll feel like a goof, but it's the best way to see where the cups will feel best on you. I get the weirdest looks from Dan when I sew...
Now that the padded cups are stitched in, lay your exterior fabric over top, so that the wrong side of the lining is facing the wrong side of your self fabric, and baste the two parts together. Now you can treat this as 1 piece throughout the rest of the process.