In a Forest in the winter, it’s usually easy to find shelter, such as fir and spruce, provide natural canopies of green boughs that shield the soil near the trunks. Break or hack off boughs from other evergreens and layer them at one angle for the bottom and another for the second layer. This provides a bed to lay a tarp on and helps keep you dry. Try to use non sappy boughs.
Now gather other longer boughs and stand or lean them against the trunk of the tree at an angle to provide a lean-to, closing off the ends to To provide a further means of cutting a cold wind. A tarp can then be placed across the limbs to keep out rain or snow. Angle you entry at 45 degrees away from the wind to keep snow from building up at the entrance.
Any one who has built a snow fort knows that snow is an excellent insulator. You can also build your cave by digging into a snow bank or drift that is large and deep. Avoid snow banks that are new and fresh, soft or powdery, again angle your entry away from the prevailing wind to keep new snow from building up and blocking your entry. Stay away from potential avalanche areas. Your space should not be too big as a smaller one will keep you warmer. A larger one is great for groups rather than a group of small ones. Be sure to partially block the entrance with snow or a backpack(s) once you are in with a ventilation hole by the floor for fresh air also poke a hole in the roof to release Carbon monoxide. If you have a candle this will help provide heat. Sleeping platform(s) can be made with evergreen boughs.
Hazards to be aware of:
Excessively cramped construction, air circulation is inadequate. Buildup of Carbon Monoxide, too much heat will cause weakening of the roof and walls. Wet clothing and socks in damp boots that will cause illness or foot trouble. Avalanches. Your breaths condensation inside your tent because of improper tent layers causing loss of thermal insulation.