Do I have to do anything special when laying a shed? Ie foundations/bases etc?
I'd use a foundation.

It doesn't have to be very deep - it could just be a set of paving stones covering an area slightly larger than the shed itself.

If nothing else it will keep the wood away from the ground and reduce the damp and moisture that will attack the shed, thus prolonging it's life.

It will also help keep the shed level.