Step 1, tie a trimmed limb to a tree trunk, then secure the other end at ground level.

Step2, built a frame as shown above and you can use cord, vines, or cloth to hold the limbs on the frame.

Step 3, The last step is to use limbs from trees to cover the frame. Notice the limbs are pointed down, as shown by the arrows. This is not the bes shelter in the world, but it does work.
Note: If you have snow, you can cover the branches with snow and further insulate the shelter.