They did.
After a little bit of trial and error, everyone in the group had their own axe and had helped build a makeshift house. There wasn't much room for all of them (including Pyro's spider) to walk around inside of it, but it was better than facing the night.
By the time that they finished building the house, the sun had just barely passed the midway mark.
Rose rested her axe's tip on the ground.
"Well," she said, "we have a house now."
"So now what?" Skull asked, axe over his shoulder.
