Explosive shock wave protection is an important issue that urgently needs to be solved in the current military and public security safety fields. Non-metallic protective structures have the characteristics of being lightweight and having low secondary damage, making them an important research object in the field of equivalent protection. In this paper, the numerical simulation was performed to investigate the dynamic mechanical response of non-metallic annular protective structures under the internal blast, which were made by the continuous winding of PE fibers. The impact of various charges, the number of fiber layers, and polyurethane foam on the damage to protective structures was analyzed. The numerical results showed that 120 PE fiber layers could protect 50 g TNT equivalent explosives. However, solely increasing the thickness of fiber layers cannot effectively enhance the protection efficiency. By adding polyurethane foam in the inner layer, the stress acting on the fiber could be effectively reduced. A 30 mm thick polyurethane layer can reduce the equivalent stress of the fiber layer by 41.6%. This paper can provide some reference for the numerical simulations of non-metallic explosion protection structures.