Step 1: Where?
Find a wooded area, but if you're stranded, just go to a sheltered place. (If you are going to do this, you need access to trees.)
Step 2: What?
You will need: tree limbs, sticks, a long, but thin, tree trunk, leaves or other padding, and a cutting tool.
Step 3: When?
If you have an option as to when to build your shelter, choose sooner rather than later. Light is important, but if you don't have it, oh well.
Step 4: Why?
If you get stuck some place, shelter is important. You won't get this shelter off the grouf, but it is mainly to protect from the rain and elements.
Step 5: Who?
Use all help offered. The sooner you finish this task, the better. If it is a situation were you get stranded for real, do it ASAP, with all help.
Step 6: Step #1
Find a two forked tree. Use your cutting tool and cut off the long limbs, leaving just a fork illustrated in the picture. (Along the lines of something you use for a spit.)
Step 7: Step #2
Place one of the cut limbs on both forks of the trees. You can, but don't have to, tie the limbs to the forks with grasses, twine, rope, etc. After the lib is secure to the forks, start laying smaller branches and sticks along one, or both, sides of the horizontal limb.
Step 8: Step #3
After both sides of the lean-to are up, cover the sticks with leaves, grasses, and any other padding you find!
Step 9: Step #4
And when the sides are finally covered, cover the ground underneath the shelter with leaves, grasses, etc.
Step 10: Step #5
Now I know this isn't like, high-quality, but it should get the job done right. There are many versions, and this is mine. Change anything you like, this is just a basis for a bigger idea. Enjoy! :)