Locate an exterior outlet adjacent to the shed and dig a trench at lead 6 inches deep from the outlet to your shed.
Cut a length of PVC pipe that is 2 inches in diameter with a hacksaw; the pipe needs to run the length of the trench. Join any separate pieces of pipe -- if required to meet the length -- with PVC joints. Glue any joints in place with PVC pipe epoxy.
Feed an extension cord through the pipe. Allow for at least 6 inches of slack on the outlet side of the cord and enough cord on the she side to go halfway up a wall.
Cover the pipe trench with dirt and use a metal tamp to pack the ground down above the pipe.
Drill a 2-inch hole into the side of the shed at the point in the wall that you want to have power; use a 2-inch hole-cutting drill bit. Run the extension cord through the hole. Fill any openings in the shed with insulated foam to protect from the weather.
Secure a multi-socket power box to the wall that you have the cord running to. Plug the cord into the box to power it.