Honesty you can do it however you want.

I usually buy 1/2 to 1 yrd of material and cut it into the sizes I need (I use my other bandanas to size mine). Sometimes I sew the ends so they aren't stragely and sometimes I let them fray. You can also use pinking shears to cut them and it gives them the zig zag edges. With the ones I got from Val they were REALLY nice. They were folded over so the same was on the front as on the back and neatly edged (although I have no idea of how it was done)

So really it's up to you

Hope I helped some!