Place adhesive on the back of an interior horizontal board and then place it on the plywood along the appropriate pencil marks. Apply adhesive on the back of an interior vertical board, place it against the horizontal board on the top and match it up with your pencil marks. Repeat the process until all boards are placed.
After the adhesive has had time to set up, fill in all gaps with wood filler (follow manufacturer's recommendation for drying time). When the filler has dried, sand all areas until smooth. Wipe off all the dust and residue. Prime and paint the headboard.
Measure the distance up from the floor to the bolt holes on the bed frame and measure how far in the holes should be placed on the headboard. Drill holes in the headboard big enough for the bolts to pass through using the measurements. Attach the headboard to the bed frame with bolts, nuts and washers, and tighten enough to secure.