Claim shanties on the prairies were small structures that were built by homesteaders during the westward expansion of the 19th century in the United States, which the Ingalls family was a part of. They are mentioned throughout the series and the Ingalls family also lived in one many times over the course of the book series.
These shanties were typically constructed out of materials readily available to area, such as sod or wood (either cut lumber from a mill, or logs if there are trees plentiful enough), and were used as a temporary shelter while the homesteaders worked to clear the land and establish their farms. Sometimes, as the Ingalls did for their roof in Little House on the Prairie, part of the structure uses the canvas from the wagon.
The shanties were often very basic, were often single rooms or sometimes a living area and a bedroom and/or loft. They often lacked amenities of a more permanent structure. Laura often comments how drafty they are in the books. They were typically replaced with more permanent structures such as houses once the homesteaders had settled the land or proved up their claim.