Basically a tarp is sheet of plastic, which is tossed over ridgeline, tied between two trees, walking sticks, or whatever you can find.
What do you need?
In outdoor shops, you can find dozens of tarps; industrially made, ultralight and equipped with all the features to settle the needs of the modern backpacker. Correspondingly high will be your expenses. The good news is, if you can't afford that, you can just go to your local hardware store and get a simple plastic tarp. To accomodate one person it should have size of 3 x 3 m.
How to set it up?