A simple survival shelter may not have the appointments of a Four Seasons hotel, but it will keep you safe overnight. Taking advantage of existing protection--like cars, barns, bridge overhangs--is the easiest way to seek shelter. Natural caves and rock overhangs work too. If you insist on going all "survival," you can build a simple lean-to.
Bang the two sticks into the ground at about the distance the sheet or poncho is long. If the ground is hard, stop traveling and start work well in advance of sunset, but not too early that the day's heat or sun saps your energy and hydration.
Tie the poncho or sheet to the top of the sticks and allow the other side of the poncho to fall to the ground. Position the back of the poncho against the wind, rain or sun. The sun-orientation will depend on whether you want shade during the morning or afternoon. Rain orientation often is dependent on wind direction.
Tie two pieces of rope or string to the top of the vertical sticks, then tie the ends to objects in front of the shelter's opening, such as boulders or trees. If necessary, pound some more sticks in, but be careful not to use more energy than you'll gain from the benefit of the shelter.
Embed the back-end of the poncho in the ground. Use boulders or rocks to hold it in place. You should now have a shady, dry A-frame structure, in which the poncho acts as one wall of a tube tent and the other wall is open but defined by the rope. The sticks should all be vertical and able to withstand a good kick. The rope should stabilize the structure if you have trouble getting the sticks far enough into the ground.
Sit in the shelter with your back to the poncho. Be careful not to sit on hot or wet ground because your body will absorb the heat or moisture. In the case of heat, let the shade cool the ground for a bit. In the case of wet ground, lay another object on the floor to create a waterproof barrier.