Here's some info on insulating metal buildings. You could probably adapt some of the options for your shed.
You can frame the walls with 2X4's, insulate, and plywood to cover. You can glue insulating foam board on the walls.
Here are some tips too: https://www.shelterlogic.ca/insulated-sheds-how-to/
Several choices: https://www.hunker.com/13401624/the-best-ways-to-insulate-a-metal-shed