Not really. They probably wouldn't choose to use a built shelter unless they were forced. It's amazing how adept they are at finding the best place naturally to avoid the worst of the weather. The new calf was a perfect case in point. I'm not sure it was born in the spot I found it, but that is where it got stowed. In a gully with a gravel bed which had absorbed the snow and ice but didn't leave sticky mud. The wall of the gully was curved where the water cuts and had a slight slant. The slant isn't enough that there is danger of it sloughing off, but gave a bit of overhead protection. The gully side faced west and south, so it gives protection from the north wind and the maximum amount of sun for extra warmth. I tried to think of another place on the property that would give all the same shelter properties. I couldn't, but I'd guess if there is one the cattle would know where it is located.