A shelter assembly has a frame having a plurality of fillable support members, each having a hollow portion for receiving a filling material. The support members are configured to form a structure wherein the support members form walls of the structure. The shelter assembly has a plurality of columns which form corner posts of a structure and a plurality of walls which are removably attached to a pair of adjacent columns. The walls have support members to which at least one panel is attached. The support members are secured to a pair of adjacent columns via fasteners. An upper portion forms a roof of the structure wherein the columns are attached to coupling members of the upper portion.