A method and a kit for building a protective structure, the method and the kit including supplying a carrying structure, including a plurality of parallel carrying rails; supplying a group of panels, the panels being able to be engaged on and slide on the carrying rails; and transferring the panels from the storage position to a final position bearing on the carrying rails, by transferring at least one of the panels from the storage position to an insertion position on the carrying rails; using a transfer device lifting the at least one panel upward; placing the transferred panels one after the other bearing on the carrying rails; and moving the transferred panels along the carrying rails.