the shed is a place of safety for shirou, which is made obvious by the fact that it's not only the place he runs to while trying to escape lancer, but also by the fact that lancer entering into the shed is presented as an act of violation that would, if he were alone in there, end in shirou's death
when someone enters the shed without permission, they are passing an important threshold of personal detachment that shirou tries to maintain with the world, a threshold that he inherited from his father and uses to try to connect with him, although even his methods of doing so are sabotaged by kiritsugu's desire to keep him from following in his footsteps (ironically another threshold of detachment, this time from kiritsugu!)
while that threshold can be permeable at times, as it is with sakura (who has become a part of shirou's life so thoroughly that she can pass through the wall, though her own emotional barriers prevent herself from doing anything there) it is only through the invitation of people into his sealed-off world that he is able to accept that he needs to rely on them, too
the shed is shirou is unlimited blade works