Measure the interior height of the shed's wall at the location where you want to hang the shelves. Cut two 1-by-4-inch boards to match the height.
Have an assistant hold one of the boards vertically against the interior wall of the shed. Drill through the metal wall of the shed and into the board from the outside every 6 inches, starting 6 inches from the bottom of the shed.
Slide a washer over the end of a wood screw. Place a bead of silicone sealant onto the washer. Insert the screw into the hole in the wall and tighten until the screw and washer are tight against the metal. The silicone sealant will seal the hole and prevent water from running into the shed. Continue until all the holes have screws.
Repeat the previous two steps to mount the second board, placing it 12 to 18 inches away from the first board. The vertical boards provide a place to mount your shelf brackets, and spread the load of the shelves evenly over the wall, preventing buckling of the thin metal used in the shed wall.
Screw shelf brackets into the boards on the inside of the shed, and place shelving boards onto the brackets. These can be spaced as your needs require.