Good questions. Let's say this is taking place in an area like the Appalachians. You have with you a knife, axe, saw, and shovel.
As for the point about walking back to civilization... this is a question about long term shelters. While it might be practical to just walk back to civilization, that isn't what I'm really looking for here. Assume maybe that there was a large scale disaster in the nearby cities, so you have taken refuge in the woods until civilization stabilizes and it is safe to head back.