Suggest you start with Square 7. 'a' and 'j' are both 2 digit numbers and 4a = j. The area of this square must have 5 digits, and must start with the same digit as 'j', so the possibilities are quickly reduced to one. Suggest you then look at Squares 7/9/8/6/3 with 2 in that order, following the same logical procedure. When you have a few of the Square's sides the thematic property should be apparent, and this will enable completion of the grid's final 6 cells. The title hints at what should be highlighted.
Good luck !