The boys got a fab "build a den" kit for christmas.  I cam with sucker attachments for glass, hooks for looping over things, and even little clamps for gripping hold of surfaces, and ground pegs for pushing into the grass.  It comes with a little sheet, but obviously a larger sheet can be substituted :)

I love that the suckers work on the french doors, as it means they can sit and watched the hens in the garden, they have also turned it into a bird watching station :)