Sand down all surfaces of the cut boards with a belt sander, working with the grain. Don't use one of the oscillating pad sanders, as it will scrape against the grain.
Sand the surfaces smooth, removing burrs and saw burn marks. Start with coarse grit, (~100) and move up to higher grit paper (200-400). After the frame is assembled, you'll finish the wood with hand-sanding of even higher grit paper.