Highland cattle do not, as a general rule, require shelter in the form of a barn. Mother Nature designed these cattle to withstand the weather, regardless of what that weather might be. However, sick, malnourished, very old, or very young cattle are not going to be as weather resistant as the healthy, mature Highland.
It would be prudent to consider at a bare minimum, some form of a windbreak for your cattle, During severe winter conditions, the wind-chill is going to have more of an effect than the actual temperature. It is also imperative to have adequate shade for summer. High temperatures, particularly combined with high humidity, are conditions to which any animal, Highland or not, will have a hard time adjusting. Heat stroke is always a possibility in hot weather, and is very serious and possibly fatal. Cattle should not be worked in very hot or hot and humid conditions. Cattle need a place to get out of the hot sun and the cold wind, just as any animal does.
In the event of sick cattle, it is convenient to have some form of enclosed area in which to confine the animal. A three-sided, covered shed that can be fenced closed make an excellent temporary shelter for the very ill animal, however, this is by no means a requirement. Such a shelter is also ideal for the possible orphan calf or the very old animal that just requires a little extra care.
A completely enclosed barn is as handy thing to have on the property, but it is not necessary; it is also unwise to keep cattle enclosed at all times. This is as true of Highlands as it is of other cattle, if not more so. Ventilation is a very serious consideration for any enclosure and air exchange is necessary to avoid respiratory disease. Close, tight quarters encourage the spread of contagious diseases, and the build-up of ammonia from urine can be a cause of respiratory disease in and of itself.
Protection from rain is optional, as a healthy Highland with a representative haircoat will shed a very large volume of water without soaking through. If cattle are in poor body condition, needless to say the effect of a cold, driving rain will be far more severe.