Is it dangerous when dog has babies and there...?

Only you can determine whether or not the shed will fall on them. More then likey if you still have it standing it will be fine. She had her pups under there because it is cool and shaded. all pups born outdoors are at risk for dying but they are safer under ther then not. in a couple weeks im sure you will find em waddling around the yard, fat and healthy. They just might not let you catch em! Also be careful if you attemp to pull em out. The momma might not like that idea and become aggressive, even if she has never done it before. Momma dogs are very unpredictable!