I just put it in my garden shed? The shed is not heated, but I can still water the plant when needed.

Bringing it in is about protecting from frost so don't think your shed will be sufficient.

Plant still needs light...are there windows in the shed? Another point, I take my own plants in when the night temperature falls [and stays] below 40 fahrenheit - so if your shed gets below that [depending on your winter climate wherever you are] then you'll have to make room in the house anyway! Watering is just part of their care--light and no low temperatures are still required.