The device IS battery operated, this is detailed in the instruction manual. You could always use a rechargeable PP3 battery if you are concerned about battery consumption. The equipment will not be suitable for connection to the mains without a rectified transformer output of the correct power. You would also need a suitable fuse in the circuit, so that you dont burn the shed down in the case of a fault. Bear in mind that it may cost you a disproportionate amount to alter the equipment. Connecting a PIR does not seem practical with the existing arrangement, although it is possible in principle.
My opinion? Don't bother.