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Step-by-step build — 6 steps. Also available as a print sheet.
Attach the 1x3 trim boards to the headboard panel and repeat for the footboard panel. If using pocket holes, drill 3/4" pocket holes along the side and top edges every 6-8" before attaching the trim, since you'll need them for legs and headers in a later step. Consider adding the wood shims to the headboard now, while it's still flat.
Attach the 4x4 legs to the headboard panel, using pocket holes, or long countersunk lag screws or hardware brackets on the back side if you don't have a jig. Repeat for the footboard.
Attach the frame supports and inner siderails together to form the platform base. Keep this joint screw-only, no glue — the legs need to stay removable to get the bed into the room.
Attach the siderails to the sides of the bed, screwed only (no glue) so they remain removable.
Attach the headers to the footboard and headboard. If pocket holes were drilled facing upward in the panels, attach with 1-1/4" pocket hole screws; trim screws are recommended since their small heads are easier to hide and hold better against headers working loose over time.
Fill the headboard with wood shims, set with glue (or hot glue) or small 3/4" nails. Sand and finish the whole bed.