How can I run power to my shed from my pool electrical panel
Go ahead, but make sure to get the details right

Since you are pulling 25A (out of the 40A total available) on the pool feeder right now, you can route a single 20A/120V circuit (using 12/2 W/G UF or 12AWG THWN hot/neutral/ground in the conduit) from the pool subpanel's spare breaker to a disconnect at the shed (any standard A/C disconnect box will do the job happily), then you can wire the shed lights and receptacles to the disconnect box as they won't consume but a fraction of the remaining 15A normally.

You won't need a full subpanel at the shed since you're feeding it with a single branch circuit, nor will you need a grounding electrode as you are installing a disconnect for a single circuit, not a feeder and subpanel. (This is per the exception to 250.32(A).)