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Step-by-step build — 7 steps. Also available as a print sheet.
Sand every edge that will be exposed later, and sand the mating edges of the post boards square before gluing — you can't get in there to sand once they're assembled. Glue, clamp, and screw three 4-ft boards together to form each post; screws go on the back so countersinking isn't necessary there. Keep the sides flush with each other, but don't worry about the top and bottom — trim each post level and to the same height with a saw once the glue is dry.
Use a pocket-hole jig or four metal L-brackets to build the panel frame. Keep the show face flush and the frame genuinely square — any racking here telegraphs into the panel above.
Screw the thin paneling to the frame, gluing between individual panel pieces and wiping excess glue off the front before it dries. Prop the frame on scrap wood while you work to keep the panels level. A center support screwed to the back keeps the panels aligned — take care not to drive a screw through to the front of the thin paneling.
Glue the slats down to the frame and the top crossbar. Line up the top and middle crossbars and use a square to draw one straight reference line across both, which keeps every slat aligned to the same line. If you're worried about wood movement, hold off on nailing and let the glue alone hold the slats; otherwise, a couple of nails per slat keeps them from shifting.
Screw and glue in the three cross supports — the wood on the sides of the panel is optional but gives you extra material to fasten into. Screw the already-glued slats in; if accounting for wood movement, use just one screw centered at the top and bottom of each slat. Buying only 5 crossbars and using scrap for the lowest one is a fine way to save material.
Predrill and countersink the posts to roughly half their width — you'll plug these holes later since the side screws will otherwise show. Screw and glue the posts on, keeping their back face flush with the crossbars' back face. Attach the top with pocket holes on the back if possible; otherwise countersink a couple of screws from the top and add finishing nails in between, filling the holes later.
Glue in wood plugs over the countersunk screw holes, sand everything to your liking, brush off the dust, and finish as desired.