I am assuming you are asking about "The Vagabond" by Robert Louis Stevenson. If this is not correct, please submit another question with more identification.
A "vagabond" is a person who is homeless by choice, one who wanders the world as s/he wills with complete freedom to go and do as s/he chooses. The vagabond speaking in the poem is expressing the desire for and the pleasure in having that lifestyle.
There is no concern for shelter - having the sky above is enough. "Bed in the bush" is adequate for a place to rest. Weather is not a problem, regardless of wind or the cold of autumn or winter. The vagabond isn't concerned about having people for companions or about making money, but wants to spend his/her life exploring the world. There is no interest in settling in any one place or building any kind of connections that might hold one to one area. "All I seek, the heaven above and the road below me."