Fandango1,
I have no experience of doing this. But, I am also considering the possibility of converting part of our garage to bulk store pellets. Our pellet boiler is in the garage.
You would need to think about:
1. Weight. A standard delivery of pellets weighs 3 tonnes. Structure will have to be able to hold maybe twice this mass.
2. Fire precautions. The pellet store will have to be fire isolated from the rest of the garage - especially so when the furnace is also there.
3. Dust. Wood dust in air is explosive. During delivery, pellets are blown into the store. An effective means of venting the dust kicked up during delivery of the pellets would have to be found.