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Step-by-step build — 10 steps. Also available as a print sheet.
Attach 2x2 cleats flush to the back of the legs with 2-1/2" screws. Pocket hole users can skip this step and attach the panel frame directly to the legs instead.
Lay out the 1x6 headboard panel boards and measure the overall width. Cut 1x4 frame boards to this measurement. Attach the panel boards to the 1x4s with glue and 1-1/4" brad nails from the back side to hide nail holes, applying glue between each panel board. Check that the panel is square, not a parallelogram.
Attach the panel to the 2x2 cleats with 2-1/2" screws and glue, plus a few 1-1/4" nails through the front side into the cleat where there's no 1x4 backing.
Measure the top overall width and cut a 2x4 to this width. Attach with glue and screws to the top of the headboard. Cut a 2x6 2" longer than the 2x4 and attach with a 1" overhang on all sides, using 2-1/2" screws and glue. This completes the headboard.
Construct the footboard the same way as the headboard, with the addition of notching the shorter 2x2 cleats on the back so the side-rail cleats can notch in. Predrill the shorter 2x2s if they show signs of splitting.
Attach the side rail cleats inside the footboard and to the headboard legs with 2-1/2" screws. This completes the footboard. Consider painting or staining all the pieces now, before final assembly in the bedroom.
Attach the headboard tie-in piece between the side-rail cleats.
Build the center legs, spacing them about a third of the way down the bed's length — this doesn't need to be exact. Attach the center legs inside the bed at this spacing.
Attach the side rails to the side-rail cleats. Brackets are recommended at the top to secure the side rails to the headboard and footboard.
Cut the mattress slats and lay them about 4" apart across the bed. Screw down with 2-1/2" screws.
Sand every surface and finish.