They just need something to keep them out of the rain. Its good if there is a platform to keep them off the wet ground too. Goats don't like being wet. For my brush goats I have a three sided shed that is not even tall enough for me to go in. Its built out of found materials. I think I used oak pallets to make the walls. i wrapped the whole thing in a heavy tarp to keep it wind proof. Its been out there for years and is as sturdy as the day it was built.
I have something a little more elaborate planned for dairy goats. Its more of a small barn, which is more for my comfort than theirs.