Your baby lotus are too young to winter in a shed. I would put each in its own container (small pots) filled with water and soil specific for aquatic plants (not potting soil) that you can buy at a local nursery or Home Depot. Then put the containers in a warm sunny spot inside your home. Lotus needs at least 5-6 hours of sunlight everyday to thrive. Watch out for cold draft if you put them near a window, and check the water inside the containers to make sure it's not too cold as that would also kills the young plants.
Good luck. Aloha!

Thank you so much. I did not want to harm them with winter coming on. I was so surprised that they even sprouted. They are so cute and little.