Well the most popular option is a rolling blind which requires one to roll it up when it gets to windy - even staking it to the ground won't help depending on the wind.
The next popular option is to create a screen or lattice wall. Using pressure treated 2x4's you attach them to the concrete & roof support - spacing the members at both ends & filling in every 3 to 4' - I would then recommend a cross piece or two running horizontally.
You can then either attach lattice panels or use a screening system like Screen-eze or ones using plastic base & cap pieces. Depending on how "shady" you want it, that would help determine the type of screen you might want to use, up to & including some that can block 90% of the light
@Andrea McCrory please see notes below - black is hanging option, maroon is screen option. For blind, you would predrill some holes from the inside (if two pieces at least three - if single then 4 assuming 8' long piece)
You would use either aluminum or stainless screws with rubber washers screwed in from the outside to hold 1x3 in place - you could possibly use deck screws, but would recommend others to prevent issues. They do have specialty ones meant for metal roofs which would work great. Then mount blind per directions included in it
Got a pic as there are a few different types out there - then I can better answer that
Is it somewhere you can put up a piece of lattice and grow a vine? That's what I've done in the past.
Greetings, Try using large sun loving hanging plants, or your basic roll up plasic shade, ive done that in the past, that way you can enjoy the sun as you desire. you can get from lowes or home depot or perhaps discount store in your area, not very expensive