Bury the rocks about six inches deep, directly underneath where you will be sleeping. Place nonflammable cushioning material over the ground and sleep on top of this. Lay a tarp, blanket, or other type of rain cover flat and cover it with dry material such as leaves, grass, pine needles, etc. for insulation and then get under it. Tree branches are good for making teepees or lean-tos. They can be covered with a tarp, pine branches, grass, or thick layers of mud for insulation.
Teepees are excellent for cold weather.
Keep a small fire going inside for warmth, but you will need six to eight feet of room overhead with a hole at the top to vent the smoke. In the Desert, it is best to dig a hole in the ground and then cover it, but be sure to leave a vent hole or space between the ground and the cover for fresh air. In the winter, snow caves are a great shelter. If at all possible, line the snow cave with a tarp or tree branches for better insulation. Collect desks and small tables for the frame.