because you won’t have any “live” edges (i.e. edges with the stitches still on the needle), it won’t be too easy to knit the squares together.
Typically when I’ve done squares and seemed them together, I’ll either sew a whipstitch seam or I’ll use a crochet seam.
Amy has some finishing techniques described on her Knitting basics - misc videos page.
That being said, if you REALLY want to knit the edges together… you could use the “picking up stitches” technique to make each of the edges have “live” stitches, and then use a three-needle bind–off to seam them together. But that’s a WHOLE lot of extra work (videos/descriptions of both are on the same video page linked above).