Assuming the roof is good, put pallets on the floor and fill it with hay and wool, with air gaps between the heaps and between the heaps and the walls. In the middle you will have a lovely insulated working space
Provided you have enough ceiling height.
I would also put a sheet of thick ply over all that so you don't trip on the gaps in the pallets
I bought a large wooden shed for my quail and a few small garden implements, My son had a roll of the type of insulation with silver backing, and stapled it to all the walls, and the ceiling. Two layers of the old linoleum from the kitchen on the floor; and then carpet from the lounge when that was replaced.
We put white polystyrene panels (from the kitchen goods I bought) under the shed and sealed that with the left over bits of fence post. There are a few gaps for air to circulate. He also brought over a heater that runs at the same rate of a light bulb and the whole shed is definitely cosy inside.
The only actual cost was a separate consumer unit put in so that I can run any electric implements from it, and have a light on for working (LED)