The $E_8$ manifold is pretty easy to construct. We may describe it by the following diagram:

The meaning of the diagram is as follows. For each dot, we take the disk bundle over $S^2$ with Euler number $2$. This gives us eight $4$-manifolds with boundary. Now we plumb together each disk bundle as indicated by each edge. The result of the plumbing is a smooth $4$-manifold with boundary $P_{E_8}$. Now the intersection form on $P_{E_8}$ is given by the matrix
$$Q_{E_8} = \begin{pmatrix}
2 & 0 & 0 & 1 & 0 & 0 & 0 & 0 \\
0 & 2 & 1 & 0 & 0 & 0 & 0 & 0 \\
0 & 1 & 2 & 1 & 0 & 0 & 0 & 0 \\
1 & 0 & 1 & 2 & 1 & 0 & 0 & 0 \\
0 & 0 & 0 & 1 & 2 & 1 & 0 & 0 \\
0 & 0 & 0 & 0 & 1 & 2 & 1 & 0 \\
0 & 0 & 0 & 0 & 0 & 1 & 2 & 1 \\
0 & 0 & 0 & 0 & 0 & 0 & 1 & 2
\end{pmatrix}.$$
Since this matrix is unimodular, we have an isomorphism $H^2(P_{E_8}; \Bbb Z) \cong H^2(P_{E_8}, \partial P_{E_8}; \Bbb Z)$, which in turn implies that
$$H_1(\partial P_{E_8}; \Bbb Z) \cong 0 \cong H_2(\partial P_{E_8}; \Bbb Z).$$
So $\partial P_{E_8}$ is an integral homology $3$-sphere (in fact, $\partial P_{E_8}$ is the Poincaré homology $3$-sphere).
Now a (nontrivial) theorem of Freedman says that every homology $3$-sphere bounds a contractible topological $4$-manifold. Let $\Delta$ be a contractible topological $4$-manifold that bounds $\overline{\partial P_{E_8}}$ (here the bar means we reverse the orientation). Glue $\Delta$ to $P_{E_8}$ along their boundary via the identity map and call the result $E_8$:
$$E_8 = P_{E_8} \cup_\partial \Delta.$$
This construction gives us a simply connected closed $4$-manifold $E_8$ with intersection form $Q_{E_8}$ as above.
The easiest way to see that $E_8$ is non-smoothable is as follows. Rokhlin's theorem says that if a compact, smooth $4$-manifold $X$ has even intersection form $Q_X$, then the signature of $Q_X$ must be divisible by $16$. Now $Q_{E_8}$ is even but has signature $8$, so it follows that $E_8$ cannot possibly be smooth.
An alternative way to see that $E_8$ is non-smoothable is to use Donaldson's theorem: If $X$ is a smooth, simply connected, closed $4$-manifold with $Q_X$ positive definite, then $Q_X$ is equivalent to the $\mathrm{rk}(Q_X) \times \mathrm{rk}(Q_X)$ identity matrix. $Q_{E_8}$ is positive definite but not equivalent to $I_{8 \times 8}$, so $E_8$ cannot be smooth.
Remark: Note that $E_8$ is not even a PL manifold, since $\mathbf{PL} = \mathbf{Diff}$ in dimension $4$. Hopefully you weren't looking for a non-smoothable PL manifold.