Hello,
The majority of wooden sheds which are sold and assembled these days, have had the wood treated before it ever gets to you. Was this shed sold to you on the basis that the wood had been treated ?
Also, did you assemble it yourself, or get the people who sold it to you to come and assemble it ? ... following from that, has it been assembled correctly, or are there actual leaks in it - there's rain due over the next 24-48 hours, so you could do worse then to go and spend a few minutes in the shed during the rain and see is it actually leaking !
If the sales people assembled it and it was sold to you on the basis that the wood had been treated before delivery, or they subsequently installed it and it's now actually leaking then get them back to fix it urgently ... and don't take no for an answer