How to build a shed: ok, so this page is dedicated to showing you in a general way what you need to do step by step to build a shed. all sheds must have a strong base, if you want to read our guide on how to build a shed base then that would be a good starting point before you read this guide.. The base is the floor of the shed with some differences like it stretching over the entire perimeter of the foundation, it's thicker than a normal flooring, and the wall will nail directly into it. put one of the pieces of