My school uses HY 3005D-3 but I want to do it myself to save on $. Before opening it, I ask for tips about: not-to-break-it, cheap DC supply and DIY-materials (not that I know them soon). So how to build, to get cheap DC Power supply with such adjusting knobs?
Before I got a real powersupply I used different kind of AC/DC or AC/AC power adapters, the kind that ship with toys, mobile phones, routers etc etc...
Then I just cut the cord and measured the voltage with a multimeter, and if needed added a simple linear regulator like the 7805 (if I wanted a clean 5V).
Are you wanting a DC power supply for one specific purpose, or want a generic power supply that will do everything that the one you mention does?
You can fairly cheaply buy an AC/DC transformer that will give you something like 12v dc and then you can use a voltage regulator with an adjustable voltage.
If you want it to do everything, ie have 3 variable voltages each with variable currents along with meters that show what the voltage and current usage are, then I would recommend just buying a power supply. You will find that building your own power supply is much more complicated then you are probably expecting.
Why not get one of these kits: https://littlebirdelectronics.com.au/sparkfun-benchtop-power-board-kit and use with an old computer power supply? Then spend some time learning about power supply design, linear regulators, smoothing and so on.
You can have a look at this kit from tuxgraphics.
It may not have all the features yon want, but for a DIY power supply, it may be a good start.