I run my tractor in the winter, so it's a bit different for me. I'd be sure the fuel tank was full to prevent condensation, and add some additive like Power Service to deal with water and algae. You might want to then drain the fuel in the spring and refill it. On a gasoline engine, it's often recommended to run the engine out of fuel to eliminate gumming problems, but I don't think I'd do that with a diesel.
Plan on putting the charger to the battery in spring.
Be sure all the fluids are up and grease it.
I suppose keeping it in a heated shed is too much to expect. Still, storing it indoors may decrease the problem with critters turning it into a winter home. Otherwise, put some rat poison bait stations under it.
The easiset solution may be to go out every month and run it to exercise the engine, but with my luck, the tractor would be stored three states away.