How do I square the fabric for curtain linings?

If the lining isn't on grain (90 degree warp and weft), I'd return it. It will pull your drapes cattywampus.

Heres a cool way to square anything larger than a 2 feet.

From one corner (point A) measure out 3 feet and make a mark(point B) or use a pin in your material , now measure out 4 feet from the same corner (point A) you pulled your 3 foot measurement from ( this is easier with 2 measuring tapes) guesstimating a 90 degree angel, using the 2nd tape you measure from the first pin (point B) at the 3 foot mark over 5 foot to the 4 foot mark (point C) basically making a triangle. So from Point A to Point B =3 feet, Point A to Point C= 4 feet, and Point B to Point C is 5 feet.This gives you a 90 degree angle. You can then pull measurements or fold and cut your material. Thats called the 3-4-5 method, you can do the same with 6-8-10 foot measurements also with larger areas.

Unless the lining is a heavier weight than the face fabric, not being perfectly square will not make a difference in the finished product. However, you can pull a thread in the lining the same way you did the face fabric.