If you are stuck out in the wilderness overnight or for a longer period, you are likely going to need to be able to find a shelter nature has provided such as a cave or fallen tree, or you going to have to build one from what you have with you or what you can find around you in your environment.
The tutorials below from Practical Survivor are outstanding. Great photos together with simple instructions. It’s a 101 wilderness survival shelter building, check them out, print them out, and get into the woods and practice building them.
Tutorials on how to build the following shelters
(Photo from: Practical Survivor)