The next day people put up shelters in the open air made with anything that/省略they could find.

中文意思：第二天人们用他们可以找到的东西在户外搭建了避身之处.
后面这个that定语从句的先行词是anything,是anything that they could find“他们所能找到的任何东西” anything在后面从句中做宾语,当先行词在从句中做宾语时可以省略,所以这个地方的that可以省略.而且多说一句这个地方因为先行词是anything所以不能用which,只能用that或者省略.
in the open air就是在户外
你可以认为made前面省略掉了 which are ／that are (因为前面是shelters,复数用are)而认为这里也是个定语从句,但是我更愿意理解为这是made这个过去分词后置做定语.因为非谓语动词里面讲现在分词和过去分词都可以做定语,过去分词表示被动.比如I bought a cap made in China.made in China做cap的定语,当然你还是可以理解成I bought a cap which / that was made in China.
这是语法,所以才有很多为什么～不懂就问就是了～支持～