People do it. Our buildings are more than sturdy enough, and Homestead Barns even makes a dedicated chicken coop if that's specifically what you're after. For converting a shed, you'd want to add ventilation, maybe some windows that open, and adjust the interior for nesting boxes, perches, or whatever your setup requires.
Keep in mind that animal housing can create moisture and ammonia, so airflow is important. A building that's too sealed up without ventilation can cause problems. Plan for cross-ventilation and you'll be in good shape. Also check your local zoning for any rules about keeping animals on your property.
