Build shed walls like house walls, with top and bottom plates, corner studs and interior studs with centers 16 inches apart. Use 2-by-4-inch framing lumber, pressure-treated against rot and insects for base plates and any elements close to the ground. Lay out walls on a flat surface, like a driveway, and assemble them with 16d framing nails driven with a hammer into the stud ends through the top and bottom plates. Use a framing square to get corners square.
Adjust plate and wall dimensions to the size of the shed. Make end walls 8 feet wide and side walls 9 feet, 9 inches for an 8-by-10-foot shed, for instance; trimming the side walls with a circular saw allows space for the ends inside the 10-foot dimension. Space studs by marking the first stud 1 1/2-inches from the plate end and the outside of the second stud 15 1/4 inches, then mark other studs 16 inches apart based on that line.
Frame doors and windows as separate elements to be installed in the walls. Use 2-by-6-inch header boards horizontally between full studs at the tops of windows and door; nail these through the side studs and reinforce with "trimmer" studs between the bottom of the header and the bottom wall plate or bottom of the window opening. Put a 2-by-4-inch "footer" horizontally between studs at the bottom of a window opening.
Install window and door frames at appropriate locations before erecting the walls. Sheath small walls with oriented strand board panels, fastened to studs with 8d galvanized nails, before raising them; defer this step on larger walls to reduce the weight to be lifted into place. Cover walls completely with OSB and use a reciprocal saw to cut out door and window openings.
Make a roof with rafters or trusses; the techniques are similar. Use a framing square to mark and cut rafters for any desired pitch or slope of the roof. Nail individual rafters to wall plates on each side. Brace them end to end with a ridge board between rafter tops the length of the shed. Use rafters to build "cross tie" trusses as an alternative. Make trusses by setting rafters with tops together on a flat surface and adding a horizontal brace or cross tie about halfway between the peak and the bottom of the truss. Fasten the board joints with gussets cut from 1/2-inch plywood to overlap the seams.
Deck a shed roof with OSB panels. Overlap the joints of the panels at the peak, so the edge of one panel goes over the edge of the other side panel. Lay down roofing paper and nail on three-tab shingles or other roofing to match the house.