The shelf in the first picture is made of red oak plywood. You can choose the wood type, color and design as you like for your project. In case if you need more help understanding this project, you can refer the source link below. It discusses various items used, steps and tips and personal experience of the author who personally built a Zigzag shelf.
2. Did I mention the rain here? How is your shed built? Are flooring and walls sealed to prevent water blowing and leaking in? When we get our summer thunderstorms the winds can whip up the rain pretty good and I even have to make sure garage door is closed sometimes. The shed??? Yea. it gets wet inside no matter how much caulk I use on floor gaps. Mine is on slab and shed not really designed to be waterproof. That being said, even if I got floor sealed it still lets some water in where walls meet roof. Not lots but makes for extreme humidity (or dew point if you prefer) levels.