How is (0|1|...|n) handled as a DFA?
The article shows how to get a FA for the regexp 0 + 1: make a FA, $M_0$, for 0, make a FA, $M_1$, for 1, make a new start state state, $q_0$, and link it to the original start states of $M_0$ and $M_1$ with $\epsilon$-moves.

Then recognize that the regexp 0 + 1 + 2 is (0 + 1) + 2, so do the construction again, using the FA for 0 + 1 and the FA for 2. Rinse and repeat.