First, assemble the frame based on the desired furniture measurements. Add screws that will be used as connectors for the frame and the bed. Add the slats on the frame. This will take time as you need to be careful about the right measurements. You should also add corners to smoothen out the finishes of the headboard. Add screws as well to make sure it will be more durable. Cover the cut sides with linseed oil and stain, which will give the illusion of an antiquated furniture look. Sand the rough spots and apply stain or sealant afterwards. Nonetheless, if it is not an issue for you, you can keep the wood that way, which will make it more natural. You just have it sealed if you want a more finished look. After this, you can now have it attached or nailed on the bed, making sure it has been thoroughly cleaned. As good as or better than from an furniture store?
Check out the process here.