Unless something untoward happens, and you are carrying a tent, there shouldn’t be the need to make an emergency shelter. However, if you don’t plan on taking a tent and want to stay in hostels or bed and breakfast accommodation, there is always a small possibility of being caught out by the weather, or by some other unforeseen circumstance, for example getting lost! On the other hand, maybe you like the idea of literally sleeping under the stars, although it’s something that I have never done.
In case of emergencies, you must always carry a survival bag even if you are taking a tent. If an emergency arises then in many cases just sleeping in the bag will be the easiest solution, rather than going about building a shelter. The recommended way is to go in head first, and have your feet facing the open end, but it can be a bit claustrophobic for some. Keep all your clothes on and your boots, also wear a hat and gloves as it can get very cold during the night, even in summer.
If you are taking a tent, I’ve found my survival bag useful for the unfortunate times when it’s been so wet that the ground sheet has started to leak. I lay the survival bag underneath the sleeping bag to keep it dry. On one occasion, I was camping at Loch Etchachan just below the summit of Ben Macdui during a strong gale. It was pushing the tent almost flat and I was certain it would blow down during the night, so I put the sleeping bag in the survival bag. This was in case I actually fell asleep (difficult under the circumstances) and awoke to a collapsed tent, leaking rain and soaked through. Fortunately, the tent survived the night, losing just one rain cap. It was an A-frame tent; brilliant and I still have it in my collection.