You require some form of shelter. Be it snow, wind, rain, or sun that you need to escape, you need shelter. Unless you’re nomadic, you will probably want something semi-permanent.
One solution for Do-It-Yourselfers is to build using adobe bricks. Adobe structures extremely varied in their construction, but I’m going to concentrate on adobe bricks specifically. As long as you have access to water, sand, and clay-rich soil, you can make adobe bricks. Optional materials that would give your bricks further strength would be straw, dried grass, or other similar materials.
There are many online resources explaining how to make adobe bricks so I’ll paraphrase:
It would be wise to make a small test batch to ensure you have your mixture correct before making hundreds of cracked or brittle bricks.
One word of caution - adobe bricks are simply clay, sand, and water. Don’t expect them to be waterproof, or to last very long unprotected from the rain. Use an exterior cover and/or a wide roof overhang to shield your adobe from undue moisture, and keep an eye on drainage around your shelter.