It is possible to design a dual power supply using a positive and negative three terminal IC regulator. This is referred as split power supply.
The dual power supply of ±12V is shown below using positive IC regulator 7812 and negative IC regulator 7912.
The input capacitors prevent the oscillations. The output capacitors improve the transient response. The diode D1 and D2 protect the regulator against the short circuit at the input terminals.
The diodes D3 and D4 protect the circuit in a situation when both the regulators may not turn on simultaneously. Both the diodes are out of the circuit once the regulator starts functioning properly.