Purchase matching or mismatched headboards. You will be painting them in the same color, so you don't need to worry about getting them exactly matching. Make sure they are roughly the same height and can be attached to a bed frame. Choose wood or iron, depending on your design preference.
Sand the wooden or iron headboards to prepare them for paint. Use medium-grit sandpaper to sand the surface enough to create a rough texture for the paint to sink into. This will help the paint adhere to the headboard and will be a more durable paint finish over time. Wipe away sanding dust with a damp rag.
Secure the headboards to the bed frame. Use 3-inch deck screws and make sure that the frame is securely attached to the headboards.
Attach a 1-inch-by-8-inch piece of lumber to the front of the bed frame. Have your local home improvement store cut the piece to fit the front of the bed frame exactly. Measure from the outer edge of the headboard to the opposite outer edge. Most twin beds are 75 inches in length. Your side rail will vary slightly depending on the width of the headboard. Nail the side rail into place with finish nails.
Lay down 1-inch-by-8-inch slats across the bottom of the bed frame for extra support. Measure across the frame, usually 39 inches, to find the exact measurement. You will need about 8 slats across the bottom of the bed for support.
Paint the headboards and side rail. Choose a deck paint for wooden furniture. This will help to weatherproof the wood. Your outdoor lounger will not be completely weatherproof, but this will protect it somewhat. Expect to paint the wooden furniture every year to prevent warping. Choose a paint formulated for metal if you are painting iron. Apply multiple thin coats of paint, allowing each coat to dry completely before applying the next coat.
Cover a thick foam mattress with outdoor fabric. You can have the foam mattress professionally covered or, if you are a sewer, make the cover yourself.
Add outdoor cushions to create support along the back of the lounger. You will need to position the lounger against a wall for added support. Outdoor cushions can be found anywhere you purchase patio furniture.