Several years ago I built a folding/collapsible windscreen for my dutch oven. I used to host this content on my website, but since then I have done away it. Please forgive the smallish pics, they are all from a backup of the old site.
This windscreen has held up now for over six years and hundreds of uses. The only change I will make on my next one is the use of larger split washers so that I don't have to worry about tearing my sheet metal due to the holes being so close to the edge.
1 72"x16" galvanized sheet metal (found in the ductwork section of Lowes)
1 box cutter
2 spring loaded clamps
1 roll metal duct tape
42 split washers (size depends on how far apart you want the holes and the distance between segments)
Step 1: Measure and Score Your Sheet Metal
Now, back when I built this you could buy 16"x72" sheets at Lowes. Nowadays you are limited to 24"x36".
24" is a little tall, so if all you have is the 24"x36" I'd recommend cutting it into two 24"x18" pieces, then cutting those into 8"x18" segments.
You could use tin snips, but I found that with snips my edges were uneven. I decided to mark a line and use a straight edge along with a utility knife to score the metal, making bending and breaking it a snap (no pun intended).
Measure you segment width, then use a straight edge to make the scores. You won't be able to cut through the metal with the utility knife, of course. Just make several deep scratches in the sheet metal. Take your time and don't press too hard so that you get a single nice score in the metal. Also, plan on throwing out your blade when done.
Step 2: Carefully Bend and Snap Out Your Segments
Once you have the metal scored clamp your straight edge along the line and carefully bend the metal along it. By bending it gently back and forth you should get the sheet metal to snap along the score, leaving you a nice neat edge. I recommend sanding the segments afterward to get rid of the sharp edge, even though we'll be lining it with metal tape later.
Step 3: Drill Your Segment Holes
Depending on your split washer size measure out just under half their inside width and drill your holes in the segments. I actually clamped all my segments together and drilled through them all at once so that the lines were perfectly aligned.
Step 4: Join Your Segments With Split Washers
Once you have your holes you can join them with your split washers. I'd recommend taping the edges first, it's easier than taping after joining. Use a pair of pliers to flatten your split washers after you've put them through the holes.
Step 5: You're Almost Done
Here you can see the assembled windscreen, the only thing I hadn't done at this point was tape the edges.
Again, this was made to go around my dutch oven, but it became useful when used around my Cajun cooker and I've even used it while camping to protect my campfire from the wind.
You can see on the Cajun cooker photo where I've used the metal duct tape to protect against sharp edges.