Immediately after Yom Kippur ends, that same night, we start building a Sukka.
The Sukka is a 'hut' consisting of four walls and a very fragile covering or 'sekhakh' (from this word comes the name ‘sukka’).
The Torah says: 'In Sukkot you shall dwell seven days... so your descendants shall know, that in Sukkot I hosted the children of Israel, when I brought them forth from the land of Egypt.. (Vaikra- Leviticus Chapter 23). In other words: In this festival we remember that it would have been impossible for the Children of Israel to survive during forty years in those huts, if it was not for HasHem’s protection while dwelling in the Sukkot.
HaShem Almighty protected us in the dessert from weather inclemency, wild animals and other dangers. He provided us with food and water and satisfied all our needs. By living in the Sukka, in a sense, we re-live those glorious days, leaving the safety and security of our houses and putting ourselves, once again, under His ‘direct’ protection, which ultimately, is the protection that matters.
During seven days we abandon our homes and we settle ourselves down in the Sukka. We eat, study, and -weather permitting- sleep in the Sukka. We bring part of our furniture to the Sukka and we make the Sukka’s interior as comfortable and beautiful as possible.
There are many details and specifications as how to build the Sukka.
The basic principles are:
-The walls must be built first. They could be done by any material, but they should be capable of withstanding an "average" wind.
-Then we do the 'sekhakh' or covering for which we can use branches of all kinds, including palm branches, bamboo branches, tree branches, etc.
-The 'sekhakh' should provide its shadow, at least to most of the sukka, but it can not be so thick that it would not allow rain coming into the sukka.
FOR MORE DETAILS ABOUT BUILDING THE SUKKA SEE:
About the "Sechach," the Covering
Decorations of the Sukkah ("Noy Sukkah")
Most of the rules about Sukka specified in the above links are similar for Ashkenazim and Sephardim.
For a more in-depth description of some Sephardic Halakhot see: