If you want to set up a simple shelter, a tarp is a very easy way to do it. If you want your fire close by this video will teach you the best way to place your tarp so not to get a face full of smoke.
This shows which wind direction to point your tarp so not to breath a lot of smoke. How to angle and tie off the tarp to shed water. And getting comfortable to bed down for the night.
Here are a few books that with teach you how to build more simple shelters.