You definitely don't want pressure treated wood. Use standard 2x4's, make sure they're straight.
Glue the bottom piece to the slab with construction adhesive rated for adhesion to concrete, then screw it in to the adjacent framing. Each succeeding piece should be screwed to the one below, as well as into the adjacent framing.
Usually three 2x4's is plenty. This would put your finished curb around 5 1/2 inches.
Anchors and bolts are probably overkill, and would make stacking them a bit difficult.
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