Cathedral Windows quilts aren't, strictly, quilts. There isn't the 3-layer fabric and batting "sandwich" that is the standard definition of "quilt". The pattern is based on folding squares of fabric. The folded squares are whipstitched together, and then small colorful squares are appliquéd over the joins, inside gracefully turned curves.
I like to think of the process as being very similar to the folded paper fortune tellers my friends and I made ad infinitum when we were 8 or 9 years old. Does anyone else remember recess on sunny afternoons, choosing numbers and colors, and then getting a funny fortune? Over and over and over?