Should I bond neutral in sub panel- there is no electrical ground
If you're in an area that has adopted National Electrical Code, you'll have to run a 4 wire feeder. You'll also still need the ground rods at the shed, which you'll bond the grounding bar in the panel to.
If it's an existing 3 wire feeder, and there are no other conductive paths between the buildings. Then yes, you'd bond the grounded (neutral) bar. However, if there are other conductive paths between the buildings (water pipe, conduit, gas pipe, etc.), then you'll need a 4 wire feeder.
tl;dr
If this is a new installation, you'll need a 4 wire feeder.