A friend of mine gave me an avocado plant that she grew from seed. She kept it primarily in a well-shaded patio. I don't have such a patio... in fact, I have a non-shaded house with frequent strong winds. I really want to keep this plant outside without resorting to constructing a green house. How can I best accomplish this?
First off, if its grown from seed you may want to consider grafting while its still a manageable size. If it frosts in your area this may be a consideration in getting a suitable graft, in the comments it mentions some mexican varieties that may be more frost resistant. You can always graft individual branches later. Fruit from ungrafted plants (from seed) can be unpredictable. There is no way to know until it starts fruiting. Grafted branches usually fruit sooner, as soon as 18 months where I am (Colombian Andes, 1840msnm).
If it is used to the shade, consider some polisombra, or mesh that lets some but not all light through. A square of mesh on four posts is far short of building a green house, and may allow you to adjust the light overtime.
It will need water, as mentioned in a comment. If you have a site thats semi protected from the wind and close to a grey water or other water outlet, consider putting it out for progressively longer times, and then planting it. Planting it will allow it to begin to change its own soil structure, with lots of help from you of course (water, some compost probably). If possible, locate it near other plants.