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Step-by-step build — 5 steps. Also available as a print sheet.
Cut the plywood sheet to 60" long x 48" wide, then rip that into the 32"-wide headboard panel and the 16"-wide footboard panel. If you have a pocket-hole jig, drill 3/4" pocket holes along the side and top edges of both panels now for attaching legs and headers later. Attach the 1x3 trim at top and bottom with finish nails from the back and glue.
This is the moment to apply the wood-shim art, while the panels are flat on a bench — laying and nailing shims is far easier horizontal than vertical. Sort the shims for color, lay your pattern, and brad them down flat.
Fasten the 4x4 legs to the panels. With pocket holes, screw from the panel edge into the legs. Without: predrill through the legs into the panel using the counterbore trick — a wide hole partway to swallow the screw head, then a shaft-sized hole the rest of the way, which both hides the head and keeps the leg from splitting. A 2x2 cleat behind the panel or small metal L-brackets are equally valid ways to marry legs to panels.
Attach the 1x6 headers across the tops of the headboard and footboard. Screw them, don't just nail — over time a nailed header lifts. A few trim screws into the 4x4 legs hold well and their tiny heads are easy to hide.
Build the mattress support frame from the 2x4s — 1-1/2" pocket holes with 2-1/2" pocket screws, or 3" wood screws countersunk. Check it for square before you lock the last joint; a bed frame out of square telegraphs to every part above it.
Attach the 1x12 side rails to the frame and to the 4x4 legs, tying the headboard and footboard together. Do any remaining shim work, sand the exposed wood, and finish. Set the mattress on the frame — the platform carries it, so no box spring is needed.