GHK

DO NOT connect B+ to the center tap of the high voltage secondary...that center tap must go to ground.  Without that connection you get a 600v half wave rectifier instead of a 300v full wave rectifier which would result in smoke and damaged parts.

Connect the two plates of the 5U4 to the two ends of the high voltage secondary winding.  Connect the center tap to ground.  Connect the  two ends of the 5vac winding to the two heater pins on the 5U4.  Connect B+ to either heater pin (but NOT both).  

That said, I should ask why you want to replace two perfectly good 1N4007 silicon diodes with a troublesome voltage regulator tube?  You will drop your B+ by about 50v which will result in lower output power.  Also, if you are building from scratch, be sure to put in the CCE mod (.1uf 400v cap from pin 6 to the cathode of each output tube).  If it were me building this, I'd use the 1N4007 diodes instead of the 5U4, use the 5vac for the heater of the input tube, then parallel the current output tubes with a couple more output tubes (using the 6.3 vac for all the output tube heaters).   This would increase output power if you install 4 output tubes or give you "normal" power if you just use 2 output tubes.  This is DIY after all - you might as well do something a little different.

Dan