Looking for wood shavings and clay for future build

I am looking to scrounge building materials for a future build on my property in western Montana. I would like to build a cabin that can be converted to a sauna or greenhouse later on.  I am looking for clay and wood shavings for the installation similar to the sauna near Cooper Cabin.  Where does one find this stuff. I am a novice when it come to building stuff so if there is other building materials I need please let me know