are most vaccination sites indoors or outdoors?

All of the ones I have seen in New Hampshire are outdoors. You drive in, verify your appointment, get directed to a lane or parking spot, and someone comes out with your shot. They are in NG arsenal parking lots, motor speedway parking lots, hospital parking lots, etc.  Only a few places use teams to go inside to give vaccines for special populations, such as in-patient hospitals, prisons, retirement homes and senior centers.

In general, they are indoors. Most are in the Northern Hemisphere and the vaccination programme began in winter. You may possibly have to queue outside the vaccination centre. Early in the programme I queued with my mother, who I had taken, outside for approximately twenty minutes, which ws not fun as it was snowing. At her second dose we did not queue at all. On both my doses I did not queue.

I think there are a few places where they are doing drive through vaccinations where you do not leave your car. Obviously, these are outdoors but you remain in your vehicle.

I believe what most governments are trying to do is to deliver the vaccination programme as speedily as possible using as many sites as they can. Because of this some may necessarily be outdoors, but in general I think they use indoor sites wherever they can.

Depends on the location.

In my country they are mostly indoors because of weather and the need to keep the Pfizer and Moderna vaccines supercold. 

Mine was inside at an old Kmart that closed years ago.  There's another one outdoors at the community college I went to in the 80s.  Chicago has an outdoor one in the parking lot of the United Center, drive through.

I think most are indoor, but there are some 'Drive Thru' centers.

Why would you have it outdoors? 

all the ones that I know of are indoors.

The one my dad went to was outdoors and all three of  the ones my brother, mom, and I went to were indoors. I think it probably is different depending on the area and what is available.