You may have noticed that the tiny sections in Slaughterhouse-Five are separated by little rows of three stars. These are not just there for decoration; Billy Pilgrim discovers that all Tralfamadorian books are laid out this way (5.3). The Tralfamadorians tell Billy that the stars contain their own short messages to create a single, beautiful scene.
Slaughterhouse-Five uses a lot of elements from the fictional part of the novel, and specifically from Billy's experiences on Tralfamadore, to structure the book as a whole. Not only do the stars in the Tralfamadorian novel appear throughout Slaughterhouse-Five, but the fact that the book is told out of chronological order fits the Tralfamadorian concept of time. (Check out Billy Pilgrim's "Character Analysis" for more on this). And the Tralfamadorian idea that there is no point in moralizing since we can't change the past or the future may explain why Slaughterhouse-Five does not offer a single, easy moral lesson.
By using elements from the made-up part of the novel to structure both the autobiographical and the fictional sections of Slaughterhouse-Five, Vonnegut suggests to the reader that all of Billy Pilgrim's adventures are part of the same overall narrative. The plot may distinguish between the narrator's and Billy's stories, but they both emerge from the same place: Vonnegut's efforts to write about the firebombing of Dresden. The structure of Slaughterhouse-Five never lets us forget that "Billy Pilgrim" is a thinly disguised fictional device Vonnegut can use to ponder the trauma of war – and the big questions of life and death – while still telling a pretty good story.