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Step-by-step build — 6 steps. Also available as a print sheet.
Cut the 1x6 headboard planks and lay them out. Edge-join them — pocket holes and 1-1/4" screws are the clean way if you have a jig, otherwise glue and clamp. Measure the overall width once joined.
Attach the 1x4 frame to the top and bottom of the panel with 1-1/4" brads and glue, outside edges flush. Check the panel is square by measuring both diagonals and adjusting until they match — a parallelogram panel never seats right against the posts.
Screw the 2x2 cleats to the inside back edge of the 4x4 posts with 2-1/2" screws, then attach the panel to the cleats with 2-1/2" screws, brads, and glue. (Pocket-hole builders can join the panel straight to the posts and skip the cleats.)
Measure and cut the top 2x4 rail to fit and attach it with 2-1/2" screws and glue. Set the 2x6 cap on top of it with even overhangs all around and screw it down. This is what gives the bed its heft.
Repeat the panel, post, and cap sequence for the shorter footboard. If you're using cleats to hang the side rails, leave a gap in the cleats as shown to accept the rails in a later step.
Screw the 2x4 rail cleats to the 4x4 posts with 2-1/2" screws (the spacer blocks are just setup guides, not fastened). Build the 2x4/1x10 side rails, set them on the cleats, and fasten with glue, brads, plus an L bracket and a straight mending plate at each top corner. Lay the 1x3 slats in evenly and screw down with 2" screws.