After a windstorm ripped the canvas covering from my portable shelter, I replaced it with corrugated steel roofing. To prevent it sailing away with the next windstorm I anchored the frame to the ground with 3/8" spiral ground anchor screws. If more protection is required the sidewalls could be covered the same way.
This is a closeup of a strap attaching a nailer to the pipe frame of the building. The straps are cut to the required length from a roll of perforated pipe strapping and attached with heavy duty wood screws.