Building Cob test wall/ rocket stove

My wife and I are well into the planning of a new life in our cob home, and are thinking about building a test bench/ rocket stove in the backyard. I was not though too enthusiastic about having to build a shelter for the bench. I guess my question is would it be advisable to build such a structure without some sort of overhead covering? We are just wanting to get our hands dirty and figure out what our soil can do!