We have wind. It is generally from the North or the West but can gust in from the South as well. When we were building the new coop, this happened just as we were putting the roof on. Yup, a South gust, clocked at only 28 mph.
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We used t posts and ratchet straps to hold the coop in place once it was upright again.
The people size door and poly carb panel face South. Pop door and another poly carb panel face East. The attached run leads to the East. It's a hoop structure with shade cloth for Summer and clear tarp for the snow months. The floor of the run stays pretty snow free. Venting runs along the top of both North and South walls. The roof is pitched metal over plywood. Lots of metal screws!!!
Trees and shrubs are planted but not an immediate fix for wind breaks. Wood panel fence would blow down on the first windy day.
Good luck! I love the idea of a shed for both wind break and storage. here it would go to the North of the coop.