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A lean-to is a simple outdoor construction, and only requires something for branches or a tarp to “lean” against. Long boulders or fallen trees can be ideal for acting as a horizontal brace to lean other sticks or brush against. Any large, immobile object can work. If you have a tarp and some rope, you can make a lean-to between two trees. These sticks should be somewhat sturdy, as they will form a side of the shelter.  Be sure that there is enough room between them, the brace, and the ground for you to crawl inside comfortably.  You should have just enough space under your brace for you and anyone else with you to crawl into. The more extra space you have there, the harder it will be to keep yourself warm.  If you can, keep the lean-to’s profile low to ground. This will help keep you further out of the line of wind, and won’t attract attention. This is helpful if you are trying to avoid detection, or otherwise stay out of sight. You can use leaves, grass, and moss to build a wall on the outside of your lean-to. These will provide further insulation and protection from the elements.  Nearly any small forest debris will work. Just make sure to pack it tightly on the wall frame so it won't blow away readily. You can pile more of this debris on the floor and interior of your lean-to to provide extra insulation. Another way to help keep warm under your lean-to is to build a fire. Dig a small hole for your fire on the open side of your lean-to. Be sure to keep it a safe distance from any underbrush and your shelter.  If you do build a fire, keep an eye on it at all times. If you want to go to sleep, make sure someone will be able to stay up to watch it, or just put it out completely. Put a ring of stones around the fire pit to help rein it in.
Look for a good building site. Find sticks to lean against the horizontal brace. Pile small debris over the frame. Dig a pit for a fire.