If you are still building the coop, where do the chickens sleep?
Chickens need safety and cover at night while sleeping to be secure from predators. During severe winter storms, day and night, they need protection from the freezing wind and low temps. Frostbite is a very real danger when they are subjected to the full effect of a winter storm or sub-freezing temps. Chickens have been known to freeze solid when they lack shelter from severe storms.
Shutting your chickens up in a shed deprives them of sunlight and they will begin to suffer skeletal issues from lack of vitamin D exposure. If any hens are laying, they will stop from lack of light. But I am sure you know all this.