This might be ambitious but it is still very achievable if you have located a suitable plot of land to buy, and have funds available for purchase and building costs. You will also need planning permission so it’s best to check if you would get permission before purchasing any land and make sure any surveys have been completed.
This may also involve paying for an architect to design a building for you that meets regulations, however, you will end up with a Shed that is to your exact specifications. Much like buying a property, this has the same advantages and disadvantages. It is advisable to seek professional advice at all stages.