Hi there Judy, Home Depot has numerous books on how to do it yourself. They're usually at the registers in the front. You could go to your local library and ask the reference desk to help you find books on building a storage. Sit down, take a look, and see if you can find what your looking for.
Judy, P.S. you'll need a permit to construct your storage building.
Or you can just let your fingers do the work! When I Googled "pallet storage shed" here is what popped up!
In our area you only need a permit if the building is larger then 100 square feet.