A storage facility (10) for storage of bulk materials, such as grain, in a stockpile (11). The storage facility (10) comprises a bulkhead (15) installed on a base (16). The bulkhead (15) comprises a peripheral wall structure (17) which defines a storage zone (19) in which the stockpile (11) can be created on the base (16). The peripheral wall structure (17) is of modular construction, comprising a plurality of side wall modules (25) which adapted to be assembled together and some of which are fitted with roller assemblies (33). A removable protective covering (90) is provided for covering the stockpile (11). The protective covering (90) comprises a plurality of covering sheets (91) adapted to be disposed one adjacent another and releasably connected together at adjacent edges. The covering sheets (91) each have a stowed condition for compact storage and an extended condition for extending across the storage zone (19) to cover the stockpile 11. Each roller assembly (33) comprises a roller (10)1 about which a respective covering sheet (91) can be wound between stowed and extended conditions. A connection system for releasably interconnecting adjacent covering sheets (91) when in the extended condition is also described and claimed.