My piggies live in my purpose built shed. It has stable doors as well as internal mesh doors so that the main doors can still be left open and they are still protected inside.
The shed is insulated.
One big question - is your shed able to be heated?
My shed is not heated.
Originally they were in hutches within the shed. This worked very well as the hutches were also insulated as well as having blankets and thermal covers on them.
Hutches were fully filled with hay and they had snugglesafe heat pads (a must for outdoor piggies)
Various circumstances mean they are now in c&c cages and I’ll be honest, I’m not keen as it is harder to keep warm than a hutch but needs must.
In readiness for winter, I have wrapped the cages with silver foil insulation and they will have more insulation and blankets laid over the top overnight. The whole cage is still filled with hay along with all hides being filled with hay. They will still have their snugglesafes (I use four snugglesafes per pair of piggies).
If you shed can be heated then that helps make it a bit easier with them being in a c&c.
The other consideration is safety in a c&c in a shed - is there a risk of predators, rats and mice. While a hutch doesn’t always provide excellent protection, a c&c offers no protection.
Do note that you need more than one wooden hide. Each pig needs their own plus I like to have extra - so my pairs have four hides in their cage. All hides must have two doors to ensure the other piggy cannot trap the other inside it.
Do also have a plan for summer - sheds can get very hot inside. I actually find keeping them cool in summer considerably harder than keeping them warm in winter.