Fire officials say winds clocked as high as 60 mph may have contributed to knocking over the shed and into pedestrians, WCBS-AM, New York, reported.
At least three people were taken to the hospital.
Debris covered the sidewalk at the scene at the accident on West 40th Street and three lanes of a nearby intersection were closed.
The National Weather Service said a wind advisory was in effect until mid-afternoon for parts of Connecticut, New Jersey, the lower Hudson Valley and New York City.
The city building department advised that equipment such as cranes, scaffolding and hoists could come loose in high winds.
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