A concrete block shed is the strongest and most durable type you can build. It also is probably the most expensive and most difficult for a homeowner to build because it requires both some carpentry and a lot of masonry construction skill. It also requires careful planning and design to fit components together properly. But it will be solid and the concrete will provide better protection against wind and other elements, and more insulation than basic wood-framed walls.
Design your shed to the dimensions of concrete blocks, approximately 20 x 20 x 40 cm (8 x 8 x 16 inches), so that wall corners have overlapping blocks, with the end of one block fitting on top of the side of another. Plan walls using full blocks so no cutting and fitting is required. A 3.6 x 3.6 m (12 x 12 foot) shed will use nine blocks along each wall with 2.4 m (8 foot) walls 12 blocks high. Use dry-stack construction, without mortar between blocks, which is easier for an inexperienced mason.
Outline the shed area with stakes at corners connected by mason's twine. Square the area by measuring corner to corner with a tape measure; when those diagonals are equal the shed will be square. Excavate the entire area with a shovel 20 cm (8 inches) deep. Dig a footing trench around the perimeter another 20 cm (8 inches) deep and 20 cm (8 inches) wide.
Put 10 cm (4 inches) of gravel in the bottom of the footings trench and fill it with concrete to the level of the inside ground. Let the footings cure about a week. Cover the interior with 10 cm (4 inches) of gravel and make wood forms around the perimeter. Nail 5 x 10 cm (2 x 4 inch) form boards together at corners; square the form with diagonal measurements and level the forms across the shed area. Compact the gravel with a hand tamper and pour a 10 cm (4 inches) slab floor over the entire area. Smooth the concrete with a board and finish it with a mason's trowel. Let that concrete cure about a week.
Lay the base course of blocks in mortar at the bottom, but with ends touching without mortar. Put the first block at the end of one wall and set other blocks in line, with ends touching. Lay that entire base course around the building, leaving an opening for a door on one wall. Make that opening to conform to the 20 cm (8 inches) dimension of the blocks. Frame the door opening with 5 x 20 cm (2 x 8 inch) wood sides and a horizontal header; use half-blocks to fill side spaces and set full blocks on top of the door header.
Add other blocks, stacked one on top of another and side by side, with edges touching. Use a level to keep the blocks level and plumb vertically. Place a string line between stakes as a guide to keep walls straight. Alternate blocks so joints do not align; one block sits atop two blocks in the middle of those blocks. Build walls to the desired height (12 blocks high).
Cover the walls with surface-bonding cement, which has fibres embedded in it for strength. Apply a 3 mm (1/8 inch ) layer of this cement with a trowel to both sides of the wall. Let the cement dry. Install steel reinforcing bars vertically in the holes in the blocks at corners, at least every 1.2 m (4 feet) and outside the door opening. Fill those cavities with concrete grout. Set bolts upright alongside the rebar with threads up to use to secure a top board.
Let the cement and concrete cure and add a 5 x 20 cm (2 x 8 inch) top board across the tops of all walls. Drill holes so the bolts in the concrete go through the board. Fasten the boards with nuts.
Buy or make roof trusses to fit over the wall top board. Set the trusses plumb and nail them to the wall board. Put oriented strand board (OSB) over the trusses for shingles or install corrugated vinyl or metal roofing on the trusses.
Install a door in the rough framed opening.