Pickups of some sort from one rail wired to the unbanded end of the diode.
Pickups from the other rail to the negative end of the capacitor (the plain end, like the minus end of a flashlight battery) and negative ends of the LEDs (shorter leads? I forget...)
Resistor of about 47 Ohms 1/2 Watt from the diode's end with the black band (1N4148 or 1N4150 with a clear glass body)(silver band if using a "rectifier" diode with a black epoxy body) to the capacitor's plus (positive) lead.
Resistors of 1k (1,000) Ohms or more from the capacitor's plus lead to the positive terminals of each LED. Higher resistances for less current drain and dimmer lights.
All the parts could simply be soldered together. For more stability, assemble on perfboard, which has a grid of holes for component leads. Some perfboard has solder pads around each or most holes. Some has copper patterns connecting groups of pads, which can be helpful, or a nuisance, depending....