If you take the proper steps, it is possible to safely sore your home air conditioners in a shed during the winter. The only exception to this would be air coolers, which have specific instructions for storage in their user manuals.
When the weather change from summer to autumn is in effect, uninstall and unplug your air conditioner. Set it on a steady and safe surface and take off the cover.
Also, remove the filter, as that can store moisture.
Clean the insides with water, being careful not to damage the coils. Make sure that you also clean the cooling fins by spraying water inside the fins, and by cleaning the outside with a soft brush or a vacuum with a soft brush attachment.
After you have finished cleaning, make sure you drain out all the water and wipe up any moisture that may remain. Be certain that your machine is thoroughly dry before continuing.
To make sure that there is no damage to your conditioner, reassemble your unit and plug it in to make sure that it works properly before storage. Make sure the filter is totally dry, or consider purchasing a new one.
As with other appliance storage, it is imperative that it is in a dry, safe place. Cover it with plastic to help protect it from dust and moisture throughout the winter. If possible, make sure to keep it off the ground, as the ground could also transfer moisture that would freeze.