You will want an area for the quail to get some cover from the elements. Shade is important as well as an area to be free from the rain. There a many variations but the principle is always the same, they do need some protection. Here are a few of pens I've built for my quail.
It depends on where you live. If they weather doesn't get below 15 degrees at night, then you could get away with brush and limbs from trees and such. They need to get out of the wind and heavy rains. If it is brutally cold where you are, lots of snow and rain, then they will need some sort of shelter to help them survive.