Josaphine, your ferrets will be fine in the shed as long as they have plenty of warm bedding, try giving them a little cod liver oil, they love cod liver oil by the way, if it gets extremely cold (below freezing) you could get a heat lamp from your pet shop or from an agricultural supplier. Ferrets are very hardy creatures, as long as they are well fed on flesh or proprietary ferret food.
If they live out doors, leave them out doors, if you have more than one ferret living together they will keep each other warm.