Size the transformer windings. AC mains provide 120 volts AC. If 120 volts AC were directly converted to a DC voltage, the resulting DC voltage would be far too high a voltage for use by appliances and devices. The primary and secondary windings of the transformer are scaled to each other in order to produce a lower voltage on the secondary winding. Choose a secondary winding. The AC output of the secondary winding should be rated as the same voltage of DC that is being created.
Build a full wave rectifier. This rectifier can be built up from 4 discrete rectifying diodes, rather than using a rectifier bridge package. The diodes will be marked to show a positive (cathode) end and a negative (anode) end. Connect the 4 diodes into a loop. Connect the cathode of diode 1 to the cathode of diode 2. Connect the anode of diode 2 to the cathode of diode 3. Connect the anode of diode 3 to the anode of diode 4. Connect the cathode of diode 4 to the anode of diode 1. Wire the discrete rectifier to the transformer secondary. The transformer secondary should be connected to the cathode of diode 3 and the cathode of diode 4. There is no required polarity for these connections. The positive output of the rectifier is at the point where the cathodes of diodes 1 and 2 join. The negative output of the rectifier is at the point where the anodes of diodes 3 and 4 join.
Wire the regulator as directed in the manufacturer’s data sheet. There probably will be a noise suppression capacitor specified in the regulator manufacturer’s data sheet. Acquire and install that capacitor per the manufacturer’s data sheet for the regulator.