G1 and G2 are both B40/C1500 bridge rectifiers.
The 7812 is a 12V voltage regulator; the 7912 is a -12V voltage regulator. They both look like this:
7812: 1=IN, 2=GND, 3=OUT. 7912: 1=GND, 2=IN, 3=OUT.
The voltage across C1 and C3 is about 21V. The output voltage of the regulators is +/- 12V. So the voltage drop is 9V. Without a heatsink, the thermal resistance from junction to ambient is 65°C/W. The maximum junction temperature is 150°C. When the room temperature is 25°C, we don't need a heatsink when the power dissipation doesn't exceed (150-25)/65 = 1.9W. To be safe, start using a heatsink when the power dissipation exceeds 1.5W. This means it's safe not using a heatsink up to 1.5W/9V = 166mA output current. Do NOT mount both regulators on the same heatsink without using an insulator! Also make sure that the screws don't create shorts.
You can download the PCB (printed circuit board) in several formats here: JPEG, EPS and HPGL. There are many ways to create a PCB from a layout, but that's beyond the scope of this course.
This is the component layout:
After soldering every component in its place, connect a power cord to power pole connector J1, and make sure the output voltage of the power supply is correct.