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 best shelter in the world, but it does work.
Step 4, Once completed, go inside the shelter and trim any branches or twigs sticking through the frame that present a hazard to you or our gear. Remember, some of the branches need to be left on, to hang on the frame, so don't cut them too short or the limbs may fall off of the frame.
Note: If you have snow, you can cover the branches with snow and further insulate the shelter. DO NOT use ice to cover the shelter and it's a poor insulator and make the shelter colder. Snow has space between the flakes that assist in insulation.