Hold down flaps of plastic sheets on exterior shed
Grommet kits sold in hardware stores (Ace, Home Depot, your local independent store) will generally include everything you need: grommets, punch, and anvil. E.g. something like this:

That said, even heavy duty plastic may not last more than a year or two outdoors. Between wind and UV, it'll get torn up pretty quickly. You might find that oilcloth or similar is a better choice if you're looking for covering.
And that said, you might want to reconsider whether it's worth doing all this work. Covering the sides of the shed will interfere with air flow which helps dry the wood. And in my experience, even on a windy day, the amount of moisture that actually gets on wood that's under cover is reasonably minimal. It doesn't soak in very far, and it dries out pretty quickly.
I would go through a heating season or even two first, to see whether the weather is really a problem.