I think by heims, they mean buying actual heim joints.................
You would need to put a sleeve in square tubing out round tube if you were just going to try and ram bolts through the side of the tubing. That will stop the tubing from crushing when the bolt is tightened and tearing when the suspension cyles to compress or strutch the tube.
No offense, but with the questions you are asking here, please let me suggest that you are probably better off buying a set of struts. These are one of those items, that if done poorly, can kill you.