You can't keep them out they'll squeeze through the tiniest of gaps. Don't make anywhere attractive to them so they don't make a nest. They come in for the same reason you'd seek shelter it's warmer than outside and its dry. They may even get lucky and find something to eat.
You can only set traps/bait. If you're one of those bleeding hearts types then set a humane trap and and release them somewhere a long way away.
Baited the shed once and couldn't believe the amount they ate plus the number of corpses disposed of.
A mouse can get through any hole you can push a pencil through!
Cat flap (in shed) + Cat!