Scandinavia often has these three-walled cabins available on a first-come, first-served basis. In Swedish, they're called vindskydd, or wind shelter. This particular one is northeast of Umeå, Sweden. No guarantees on what they're called elsewhere, but I have seen them in Finland as well. And I have heard of but not seen of them in Norway. In general, the freedom to roam is quite strong in these three countries as long as you are respectful and stay out of obviously private spaces like personal gardens or farm fields. Happy travels!
Seen them here in Germany too but they are rare and I don't know if they have a name.
We also don't have the right to roam as you do