You do NOT have to own a pickup to build a shed, but it comes in handy.

I used my 3/4 Ton Dodge Pickup to haul building supplies and equipment. It has a full long bed so a 4X8 sheet of plywood lays down in the bed, no problem.

I had to put down one inch of gravel in my concrete forms, so I took my Dodge pickup down to the local gravel yard and had them load it up with 3,000 pounds of gravel. Pretty heavy load for the pickup. Also the rental place required me to have a 3/4 pickup to pull the double axle trailers used to haul the excavator and skid steer. The only items I didn't haul with my pickup is the concrete (Concrete truck delivered it) and the trusses (too wide for my pickup bed, and delivery was free)

Overall, having a big pickup is handy to build a shed. I could have had most of the lumber delivered from Home Depot, and the rental place does deliver for a $65 fee. Overall, its cheaper and more convenient if you own a truck.