Located near the Quidditch pitch, the broomshed is where the school brooms are kept. Also, students may keep their private brooms there. It has a wooden door (PS13).
Harry didn't keep his Firebolt in the shed for safety purposes in his third year (PA15).
The broomshed can get quite cold - Hagrid is seen outside on one cold fall morning defrosting the brooms from the shed (PS11).