The shed should have large wooden timbers that will form the 'sole plate' - the part fixed to the concrete base. If these don't have pre-drilled holes you'll have to drill them - but you need to get the right sort of bolt, which comes with it's own 'plug' -you drill the hole for the plug, slot the bolt through the timber and tighten it up with a spanner, much as you would screw a normal screw into a wall but on a bigger scale.
I'm sure ours is sitting on some 4x2 or equivalent as Booldawg said.
They're pretty heavy, so if the concrete is level they're not going to go anywhere.
Also, if you decide to move it , as we did a few years ago, it's a lot easier to move if it isn't bolted down.
If you do decide to tie it down, a few of these will do. Just screw the vertical bit to the shed, then fix the horizontal bit to the concrete.
Masonry drill, some big "Rawlplugs", and screws....... or the "Rawlbolt" type of fixings that Mosaic mentioned.