It would probably work, but I bet if the wind really got going you it might be in trouble.
We got a huge tarp one year and made a framework out of conduit. We brought a portable drill on the ice, drilled holes, set the conduit in the ice, and wrapped the tarp over the whole thing. It worked awesome. The only drawback was that the floor was still the surface of the ice. Once it got super warm in there it made things a little slick underfoot.