Place a level on the side rails of the bed box, and add some shims until the box is raised up just enough to be level. Once the bed box is level, measure the distance between the floor and the bottom of the bed box. Be sure to press the measuring tape to the floor surface (especially if on carpet) to be as accurate as possible.
Use the saw to rip the MDF to the correct measurement for the width. Cut the front and bottom pieces according to the measurements needed.
For the two end pieces, cut the profile of the footboard using a circular saw for the long cuts and a jigsaw to finish. Use the jigsaw to cut out a notch where the trim at the top of the moving wall will rest. Use the first piece as a template for the other end.
Attach the back board with the support block to the bottom. Use clamps to secure the two boards together, and pre-drill the remaining holes in the casters. Use 2-1/2" screws through the casters to draw the support block tight. Pre-drill and add screws along the edge between the casters for additional strength.
Lay the front piece down and use bar clamps to hold all three pieces together. Add long screws through the caster holes and in between. A three-sided structure has been created.
Attach the end panels. Place a decorative panel over the end and hold it in place with wood glue and brad nails. Use a countersinking bit to pre-drill holes. The holes will be countersunk to be hidden from view.