The invention relates to a method for building a protective structure, comprising the following steps: a) a support structure (10) having a plurality of parallel support rails (12) is provided； b) a group of panels (20) is provided； the panels (20) being able to be fitted and to slide on the support rails； d) the panels (20) are transferred from the storage position to a final position resting on the support rails by the execution of the following operations: d1) at least one of the panels (20) is transferred from the storage position to a position for fitting on the support rails (12) with the aid of a transfer device (40, 140, 240) lifting said at least one panel upwards； the transferred panels being placed one after another on the support rails； d2) the transferred panels are moved along the support rails (12). The invention also relates to a kit for building a protective structure according to the above method.
