The life expectancy for indoor cats is longer than that for outdoor cats. Your indoor cat just isn't exposed to the many hazards of outdoor life (e.g., weather, predators, disease, injury, etc.). Additionally, the outdoor wildlife isn't exposed to the predatory instinct of your cat when it's kept indoors. The problem is that your cat may be missing out on the benefits as well (e.g., fresh air, sunshine, exercise, stimulation, etc.). Sure, you may have a sliding glass door or window where your cat can look out or get some sun. You could even open it if you have a screen and the weather is good. Ideally, you have a nice big screened in patio that your cat can enjoy. But you can also create a safe outdoor space that your cat can call his or her own. You'll want something that will not only keep your cat from wandering off or getting lost outside but also a place where your cat feels safe.
The simplest way to do this is to buy or build a cage-like enclosure and fill it with things to climb, places to perch, items to scratch, grass to chew on, etc. Below are some products that fit this purpose.
The wooden enclosure above includes six shelves your cat can climb or perch on. Just add whatever other items you can think of to make it a more comfortable and interesting place for your cat.
If you put the enclosure next to the house so that it covers a window or door then you can omit one of the walls so your cat can go directly from the house into the enclosure. If you're handy with tools you can use that unused wall to make the enclosure even longer. Check the reviews of the product to see what others have done (note: the reviews actually cover a number of different products by this manufacturer so look for the ones specific to this product).
This wooden enclosure also includes a ramp that leads into a house area for your cat. The house area has additional shelves in the house and below the house. There are also windows and openings in the house for your cat to look out.
Here's a video on how to set up this wooden enclosure.
Although the wood enclosures come with some weatherproofing, it would be a good idea to enhance it by adding one or more coats of weatherproofing sealant to the wood regularly (just check the weatherproofing product you use for how often it needs to be re-applied). You can also add caulking or silicone to the wood gaps if you think it necessary for your climate.
Another approach is to repurpose something like a dog kennel. A metal kennel may actually be stronger and more durable than buying a wooden cat enclosure. Not only is metal stronger but you wouldn't have to worry about wood rot and such. If the metal has a good powder coating then rust shouldn't be a problem either.
The one thing to remember about a dog kennel is that people who make dog kennels aren't generally thinking about dogs climbing out which means they're often relatively short and are open at the top. Cats however are obviously a different matter so the kennel would need to have a top of some sort on it and the structure would need to be tall so that your cat would have room to climb whatever you put in there for that purpose (e.g., cat tree, shelves, furniture, etc.). Having it tall would also allow you to easily go in and out of it to set things up, clean, or just comfortably spend time in there with your cat. The product below fits all these requirements.
As shown in the video, assembly is so easy that it doesn't even require any tools.
Since it's actually a dog kennel the product comes with no perches or other features for your cat. You'd simply have to add whatever items you want or you could find ways to attach shelves and such to the structure (check the product link Q&A and customer review sections for tips and ideas). If you wanted to have the top open for sun to get in and still make sure your cat couldn't get out then you could simply remove the top and attach strong netting or chicken wire or other such material over the top of the frame.
For an easy solution on a balcony, porch, or patio, you could use a large cat cage. These products are usually meant for the indoors so you may not want to leave it directly exposed to harsh weather. Instead, make sure it has some protection from the elements (e.g., under a roof or overhang, against a wall, on a solid surface, etc.).
This cat cage is taller than most to provide additional room. Many cages come with wheels, which can be handy for moving them, at least until they break leaving you with a tilting cage that has to be propped up. This cage doesn't have wheels and foregoes that possibility.
Here's a video demonstrating the cage.
Once you have an outdoor space set up for your cat, the next step is figuring out the best way to get your cat from the house to it and back. The simplest solution is to place it up against a door or window so that the entrance to it can be accessed directly from that door or window. You'd just have to make sure there's no gap between it and the house where an escape could be made. You then have to decide if you want to keep the door or window open all the time so your cat can go in and out when wanted, whether you'll be opening the door or window when you decide (or when your cat asks you to), or whether you want to put a cat door there (they make them for windows as well as doors) so your cat can come and go on its own yet you can still run your air conditioning and heating efficiently.
You may also want to (or need to) locate it away from the house. You could then obviously carry your cat from the house to the space and back again. However, an outside cat tunnel or cat walk can be bought or built for this purpose as well. The outside cat walk is simply a walkway big enough for your cat that's enclosed in some way. An outside cat walk doesn't have to simply be a way to get from one place to another but can also become another space where your cat can enjoy the outdoors.
Above is quite an elaborate custom built outdoor cat walk that eventually leads to the custom built outdoor space. It's probably much more than you'd want to tackle but it offers some ideas of what's possible.
If you're looking for something much simpler and premade, Kittywalk offers a system of outdoor cat tunnels and various elements that can be pieced together however you like.
The basic Kittywalk cat tunnel is sold as a stand-alone product that you could use by itself. There are two different types of tunnels available: one for the yard and one for hard surfaces.