You'll need a transformer and a suitable box / enclosure. Find these first.
Find a heatsink for the transistors. Mount them there, including the emitter current equalising resistors. Mount the entire assembly on your project's enclosure
Build the PCB using your preferred method. I designed this with through hole components, so anyone can solder this circuit. Complete your board, connect it to the transformer, LCD, and buttons.
Download the code to the Atmega8, you can use the prog.sh script that I've provided. Don't forget to write the fuses, we're using 16MHz crystal here.
You're good to go. Enjoy your new work bench power supply!