We talked about this the other day. One way is to have a plastic sheet and fit a wood beam at the bottom and have a clamp or bracket to hold it in place and fit grommits on the side to tie it down. The other way that would look nice that we want to do is to use plastic sheeting or vinyl and either put big grommits on top to thread through a curtain rail or fit hooks of some sort on it and use a curtain rail with guides.
Then you can use tie backs to make it look smart when not in use. You can also fit grommits on the sides to tie it to a post so that the wind doesn't blow it around, also you can fit or sew in weights at the bottom to keep it steady.