I will be making the Tucker Valance from the “no sew” instructions (SKU NS-1). Your catalog states that nothing is overlapped on the rod. My question is about the square tail. Is that placed under the top flap of the rectangular valance or between two of the rectangular valances?
Which ever you prefer. You can also allow 1” of rod space for each tail and place it between the other items.

Are these pieces all attached to each other in some manner and how do they stay on the pole?
Each piece is made and attached to the pole separately. The Triangle sections just wrap over the pole, so do the side panels. The tails can staple or use hook and loop tape.

Does the red valance have the tails and the pointed side panel? If so, I can’t tell which is which.
Only one of the photos has a red valance. The photo with one large valance section that has a tiger in the middle has the pointed side panels. The other valance has three valance sections. It has a tail at each side.