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Step-by-step build — 8 steps. Also available as a print sheet.
Drill 3/4" pocket holes around the top and side edges of both plywood panels. Attach the top and bottom trim to the front face, then attach the legs flush to the trim and to the back of the plywood with 1-1/4" pocket screws. The headboard and footboard are the same panel — the footboard just gets the shorter legs, so build both side by side and check them against each other before moving on.
If you're adding the moulding, glue and 3/4" brad-nail it to the panel faces now, mitered corners tight. Skip this step entirely for a plainer look — it changes nothing structural.
This is the step to get right before anything else in the storage bases: attach drawer slides to both ends of each opening and to both sides of every center divider, inset 3/4" from the front edge so a drawer face has somewhere to sit. Do this now, while everything is still open and you can reach every screw — once the plywood back goes on, you can't.
Build the 2x4 frame for each storage base, then attach the plywood sides, ends, and dividers with pocket holes or 1-1/4" brad nails and glue. Nail the 1/4" plywood back on last with 3/4" brad nails — beyond closing up the box, the back panel is what squares the whole base up, so check for square right before it goes on and hold it there while you nail.
Assemble each drawer box from 1x4 sides, fronts, and backs with 1-1/4" brad nails, then nail on the 1/4" plywood bottom with 3/4" brad nails. Every drawer box must be exactly 1" narrower than its opening — measure your actual openings before cutting, don't trust the plan numbers blindly, since the slides you bought set the real clearance.
Attach the drawer-side slide members to each drawer box and slide the boxes into the storage bases. Attach the drawer faces to the boxes with an even gap around all sides — use spacers to hold the gap consistent while the glue sets. Add moulding to the faces here if you're using it.
The storage bases carry real weight once loaded, so build a support box under each one flush to the back and to the headboard side — these are what keep the drawers from sagging the frame over time.
Screw the headboard and footboard to the storage bases. Add 2x2 cleats along the inside of the bases and lay 1x2 or 1x3 slats across them to support the mattress, screwed down so they can't shift. Check the whole assembly for square before you call it done.