You want to disconnect the house end first - actually unwire the cable at the house end and make safe into a connector block, you can do this inside the house consumer unit - otherwise if someone turns that circuit on you have a live cable on/under your lawn etc
Also your shouldn't rely on those pen type volt sticks for any more than a rough idea - should use a proper 2 pole volt tester ideally
To unwire the cable at the shed end you unscrew the cover screws top and bottom - pull front cover off - then unwire the live. neutral and earth (if present, maybe using armour only), then take 2 spanners and undo the nut from the gland inside the box and pull cable free