Insulating one is easy. Either batt (pink or yellow fiberglass) insulation or 1" rigid (dense styrafoam) insulation between studsand rafters - both would be available from your local building supply.
Then cover the walls with sheet rock or 1/2" thk wood panelling - your choice. Make sure that you put wood grounds between the studs so that you’ll have something solid to attach shelves to.
For electrical, you’ll probably have to run a new line (underground in a sealed conduit is best IMHO- avoid running it near your septic system if you can) from your panel or meter - Get an electrician