Sheds are generally durable and heavy enough to stand on their own without blowing away in the wind. However, a shed may not survive a storm with high winds, such as a hurricane or tornado. Even if sufficiently anchored to the ground on a foundation, the shed may still catch enough wind to blow away. The best course of action is to stake the shed to the ground prior to a storm. Once the storm passes, you can remove the stakes. All of the necessary supplies should be readily available at a hardware store.
Drive long metal stakes with a sledgehammer into the ground next to your shed. If possible, use stakes that have a twisted shank that turns into the soil. The more stakes you use, the sturdier your shed will be.
Throw the appropriate length of rope or tie strap over the roof.
Attach each end of the rope to a stake and tie them off, or ratchet the ends of the tie down tight. Make them as tight as possible without distorting the roof structure.
Repeat this procedure for each of your stakes.