Measure the width of the bed, then the height from the floor to the top of the mattress. Decide how high you want the headboard to protrude above the bed, and add the appropriate measurement to the height. For example, if the bed is 24 inches high and you want the finished headboard to stand 24 inches above it, the total height of board needed is 48 inches.
Measure the appropriate height and width on the plywood sheet, and cut it to size. Sand off any rough edges.
Lay the batting out on the floor and place the board on top. Cut around the board, leaving an allowance of 3 inches all the way around. Fold the edges of the batting over, and staple onto the back of the board.
Lay the fabric out on the floor, right side down. Lay the board on top, with the batting-covered side down. Cut around the board, again leaving an allowance of 3 inches. Fold the fabric over and staple into place.
Turn the headboard over. On the wrong side, measure and mark 10 inches in and up from each bottom corner. Drill through each marked point. Measure 10 inches up from each drilled hole, and drill another hole to make a total of four screw holes.
Have an assistant hold the board up against the wall for you in the correct place, and use the point of a screw to mark through the drill holes and onto the wall. Remove the headboard, and drill the four screw holes. Put an anchor in each.
Have your assistant take the weight of the board, while you screw it onto the wall through the four holes.