When you buy your fringe it will have a header and then it will also have stitching that holds the fringe together. Do not undo the stitching until you have completed your pillow as shown in the photo.
Start sewing the brushed fringe to the piece of fabric that has been cut for the front. Notice how I have placed the fringe on the fabric. Sew making sure to hide the header stitching. Continue sewing all the way around your front.
Make sure as you are sewing to keep the fringe on the edge of your fabric.
Now is the time to add the zipper to the front piece of your pillow. Notice how I placed the zipper with the right side of the zipper being the side that will be sewn on the front piece. After you have sewn the zipper to the front piece it is time to sew the left side to the back piece of your pillow. When using zippers for my projects I usually use upholstery zippers which allow you to move the zipper heads completely out of your way while sewing.