I just got it about 1 hour ago. It came in a plastic bag filled with soil and it was moist but not soggy I put it in are shed to keep it out of the winds would that be ok for now?
You can leave them as they are, bagged I mean, for now. You could even enclose the smaller bag inside of a somewhat larger bag with some moistened, shredded newspaper. I assume the bag that they came in is pretty small, so some more insulation certainly would not hurt.
As far as the shed goes, I'm not certain. You see I don't grow Tridents and I don't know about the particulars of your climate and how cold it gets in your shed. As I've mentioned above, my reading indicates that Tridents are not terribly cold hardy compared to some other species. They definitely need their dormancy but I think that I would err on the side of caution.
I don't know how long they are but you may be able to shelter them inside of a larger container, which in turn, you would place inside the shed. I do something similar with Japanese Maple seeds when I collect them. I have a batch right now outside in the cold garage. But they are inside of a plastic bin burried under 'potting soil' which stays cold and damp. This keeps them moist all winter while moderating any extremes in temperature. Perhaps an old styrofaom cooler and some potting soil could be arranged in a similar fashion. If you go this route the secondary bag probably would not be necessary.
I know that this is getting complicated but buying these in the middle of winter when you were not prepared, or familiar with the species in question, means a little bit of hassle on your part.