You can build a DC power supply using an AC-to-DC converter or rectifier to convert AC power to DC power, followed by a voltage regulator to maintain a stable output voltage. The basic steps to build a DC power supply are:

1. Obtain a transformer: you can use this to step down the voltage from the AC source to a more manageable level.

2. Build a rectifier circuit: You can accomplish this by using a diode bridge (full-wave rectifier), which consists of four diodes connected in a specific configuration. The rectifier circuit converts the AC voltage to pulsating DC voltage.

3. Build a filter circuit: you use this to smooth out the pulsating DC voltage and produce a steady DC voltage. The most common filter circuit is a capacitor filter, which uses one or more capacitors to smooth out the pulsations.

4. Build a voltage regulator circuit: you can create this using a linear or switching regulator. The voltage regulator maintains a stable output voltage regardless of input or load changes.

5. To make a complete power supply, assemble all components in a proper packaging or enclosure.

It is important to note that building a power supply requires a good understanding of electronics and electrical safety. It is best to consult with a professional or use a pre-built kit to avoid any potential hazards.