Hello Alicia,
Lean two pallets together to form a A-frame. I secure mine by cutting scrap ply-wood into a wide triangle and screwing this at the top front and back where the two pallets touch. You may want to add some wood bracing along the bottom, from side to side - front and back for more reinforcement. This makes a small place to go into for shade as well as to rub on. Some pallets are square, while others are rectangle giving a longer side - run the long side up giving more height to the A-frame. If you have bigger animals you can secure the pallet A-frame to a base of cinder-blocks giving the structure more head room.
You can use pallets to build a climbing structure for goats too, but happily I don't have climbing animals.
I've used this same set up for a dog house - adding a floor and covering with a tarp, and for a covered
compost bin - adding 3 walls under the A-frame. I use long screws to attach the pallets to each other.
I use pallets as doors into our electric pig enclosures, turned on their sides so we can just step over. I use pallet wood to make gate like doors for the sheep, cow, alpaca electric areas. And I've taken pallets apart and used the planks to fill in between the slats of sound pallets to make solid floors for my hay barn/enclosure.
Oh and one more - I like to use the A-frame at the end of a stack of fire wood, it braces the long stack perfectly until I'm ready to use the wood. I have a lot of trees, but rarely are they perfectly lined up for a nice big stack of fire wood. So I find one to use for one side of the stack and then use the pallet A-frame for the opposite end - perfect!
The are very useful