The first thing to do before designing anything is to have a read through the datasheet for your components. For this project the only major component is the XR2206 chip.

There are a number of example circuits in the datasheet including:

Two other important parts of the datasheet are to do with the frequency output:

From the datasheet we can also find the minimum and maximum values for both the timing capacitor and resistor. The timing capacitor can be between 0.001uF (or 1nF) and 100uF. Likewise, the timing resistor can be between 1k Ohm and 2M Ohm. 

The choice of the R and C values determine the frequency output, so with a 1uF capacitor and 1M Ohm resistor we get an output frequency of 1 Hz. Similarly, with a 1 nF capacitor and a 1k Ohm resistor we get an output frequency of 1 MHz.

Therefore, to achieve a 1 Hz to 1 MHz output we will use two C values, selectable by a switch, and adjustable resistors (potentiometers) that can be adjusted from 1k Ohm to just over 1M Ohm.