I'm using this as a guide http://diyaudioprojects.com/Solid/12AU7-IRF510-LM317-Headamp/
I have everything I need but there are still things that are unclear, like how the PCB connects to the headphones, audio source and potentiometer?
And any other tips would be appreciated?

 

Hi A,
Welcome to AAC.
Figure #11 of your link shows the wires for the connectors and pot.
E

 

The anticlockwise (minimum.) end of the input potentiometer connects to ground. The slider connects to the "input" of the schematic. The clockwise end of the potentiometer is connected to the audio source. The ground of the audio source connects to the ground of the amplifier. These all go to the same gang of the two gang potentiometer. (Note as this is a stereo amplifier the above is repeated for the other channel.) The common ground of the headphones connect to ground on the amplifier. Each channel of the headphones connect to an "out" terminal on the schematic.

Les.