Find Power Spectral Density of given signal
With the descriptions of the signal, you can actually get an analytical description of it from the graphs (expressed in 3 time segments). So, theoretically you can take the Fourier transform of that and get the power density. But (especially with my poor math manipulation skill), to get an analytical solution to the Fourier transform can be very difficult or perhaps impossible.

So the question and notes combined suggest that to use the discrete numerical approach. Put on time limits and an appropriate time steps, generate the samples from the analytical description in a computer program. Now the same program can then use the samples to perform the DFT as outlined in the notes.

About the phase of the signal with frequency f0, that looks to be unspecified. My guess is that, the phase makes very little differences in the power density. But it is easy enough to include the phase as an variable in the original description and code that into the program. Let the program repeats the calculation with different phases and then look at the results.