Simple Frame, this shelter is easy to make and you can use branches from trees, or a poncho or tarp. If you have no man-made material, branches from pines or cedars, as well as other trees, can be used. If you use branches, the shelter may leak a bit if it rains. In snow covered areas, cover the branches with snow to shelter you from the winds. If you don't have rope or cord, you can use vines or strip the inner bark from trees to use for binding.
A Frame, this shelter is more difficult to make and must have all the support braces secured to the frame (or it will wobble in the wind). Remember, use vines or strips of inner bark from trees to secure the frame if you do not have rope, twine, or string. I carry about 20 feet of para-cord, which works fine. Be sure to place your shelter in an area protected from the wind and be sure it's not under an old tree or a tree that has limbs reaching over your shelter.
A Lean-too, this is very easy to make and is the suggested design for your shelter. You can cover the frame with a trap, poncho, casualty blanket or branches. Notice how the branches are thickest part of the branch up and the tip of the branch is down. You may have to cut a "lip" from part of the branch to allow it to hand on the frame. This lip is simply part of the branch that branches outward. Cut it to hang.