This pallet storage shed is just another option on how you can use pallets to build whatever size or shaped building you need. #15- cheap and easy pallet shed here�s one final cheap, easy pallet shed that would make a great place for goats or small livestock.. Dig and level the building site. measure the width of the pallets and dig out a pad area that is about half this depth. this ensures the top of the foundation is above grade. if you opt to set the pallets on paving stones to keep them off the ground and lengthen their lives, increase the depth of the pad by the thickness of the pavers. level. Why am i building a shed out of scavenged pallets? wouldn't it be easier to buy one or get someone to build one for me? totally. that's not the point though..