I understand if I am not wrong they produce their own during the night time. The air needs to has circulation or you are going to have problems with mold, etc.

I would recommend getting one of the indoor vegetable gardening books available. So much depends on how you are heating the shed. As far as no ventilation, I agree you will have many problems if you don't have some ventilation. At the very least have a fan going. My sunroom is centrally heated and cooled so I have air circulation constantly going through the furnace fan, and a ceiling fan going, but I still have problems with air stagnation in the room and occasionally have a mildew problem. I don't have any problems regarding CO2 though. At least nothing seems to be showing up as a CO2 problem. I grow lettuce, tomatoes, cucumbers, peppers, lots of different greens, chard, herbs, okra, eggplant, green beans, and a couple flowers in my sunroom all winter. I am in 6b, though, so get a fair amount of sun through the south windows along with my additional lighting fixtures.
Doesn't dry ice create CO2. May be a cheap source for an occasional addition if you have a problem with it.