Marton Mills only began including a selvage on their PV fabric fairly recently, so less popular tartans of which they still have older stock won't have it. But USA Kilts buys PV by the bolt, so all of their casual and semi-trad kilts have a selvage now.

I've made kilts and kilted skirts from seven different PV tartans, three of which did not have a selvage. So for those I folded and pressed the bottom edge in about half an inch, and only once, as doing it twice would result in a bulky hem. Since they were to be machine-sewn and thus have visible stitching at the fell and waistband, I simply used an ordinary straight stitch with the machine to secure it. However, if your kilt is to be hand-sewn, you'll probably want to use a blind hem...which someone else could probably explain better than I can.