You can also attach roof tiles to trees, rocks, ore nodes and dirt. So if there's a certain layout of 'natural' items they can provide Shelter when combined with roof pieces. Experiment and have fun.
One last thing OP: You would've figured it out

Originally posted by wizard_of_woz:

Originally posted by The Lag of Morefest:

Uuuuugghh... thanks. I would have never figured this out.

You would have never figured out that roofs go on walls???

I never would have figured out that the bench itself didn't count as a support. No need for snark.

hello Ulf!

red means it lacks support.
2 walls high on 3 sides and apply a couple of roof tiles until it is happy and lets you make stuff.
some places you can just use poles to put up a roof, but the bench specifically needs walls too

here is a slightly more than you need example (I have a light and a chest and flooring in my shed, but the general idea is easily seen:

https://steamcommunity.com/sharedfiles/filedetails/?id=2641255991

You can't put roof tiles on a workbench. you have to build poles or walls to put a roof on them.

Uuuuugghh... thanks. I would have never figured this out.

Another thing you need to pay attention to is wind direction, indicated by a small arrow on the radar and also visual streaks in the air show which way its blowing....

If the open side of the shelter is facing into the incoming wind, it may still say it's "exposed" and not allow you to fully use the workbench. Build accordingly to "block" the wind.

Workbenches in small homes. This is to go even further beyond, finding the minimal amount of wood to make workbenches work haha. I know this isn't entirely related to the topic but I thought this was funny. These structures basically stop mobs from breaking them.

Originally posted by The Lag of Morefest:

Uuuuugghh... thanks. I would have never figured this out.

You would have never figured out that roofs go on walls???

the minimum is 2 parts, a 2m vertical beam (or wall, or tree if close to one), and 45º roof part over the middle of the table