Hello! Planting a rockery on top of a concrete slab could be a problem. The base of the rockery will always be alkaline, ie lime from the concrete, which will seep into whatever top soil you put on top, and provide a drainage issue. That saying, if you can drill some holes into the slab for drainage that would be great. My advice would be to start at your widest points and build a rockery 'wall, backfilling towards the shed with a soil-based compost like john innes No.3. As you place each stone make sure it is sloping inwards and sits firmly. Any nooks and crannies at the front can be filled with aubretia, eidelweiss (full sun) and campanula. Keep planting at least one foot away from the base so plants have something to root down into. When you get to the height you want, fill in with more JI No.3, water-in to fill out the cracks, and once settled fill gaps and cracks again with soil, this time with an added mix of coarse grit, then head to your nearest garden centre for thymes, arthemis, hypericum perforatum, helianthemum, iberis, sempervivums, and loads more to plant on top and in any suitable gaps below. Water plants until established.

you could add some more bricks or railway sleepers or concrete blocks and get aliner and make a nice little water feacture .

If, as you say, the area is shady, there's an immediate problem - most rockery plants, or plants which like to grow in rocky places, like full sun and an open situation. This is true of most of the plants listed by Avkg47 above (apologies to Avkg47).
The other problem is the concrete pad - if its 2 rows of bricks deep, that will be difficult to get up, but that's what you should do if you want to turn it over to planting (although not a rockery, not in shade).
Your other option is to lay some decent paving or something attractive over the top, use it as a small paved area either for sitting, or to stand shade loving plants in pots in groups of different sizes.

or a pond lol .

you can buy a 'paint' for concrete used in ponds to stop the lime leaching out. but as bamboo says shade a problem . but plenty of nice ferns and small hostas would work. I have a shady side to my rockery and i have gone for ferns and hepaticas and haberlea[?]

a raised pond, suitably lined would work to a lesser extent because of the shade, but it happens in nature so again not all plants suitable [no waterlilies] I got your hint NP :o)

Some great advice thank you! Sounds a though a rockery (utilising shade favouring plants) may still be a possibility if I raise the height of the bricks. How many bricks deep do you think I should make it? My house is a bit of treasure trove and I've found some bricks at the back of my garage!

well the plants admitadly wont do so well in a shaded pond thow there is a lilly that naturaly grows in the shade in forest ponds . my 2000 gallon pond is completly in the shade and my 36" sterlet and many others are more than happy . i also dont get algi or duckweed and never have to clean it out . you could always add a piece to your pond that is in the sun and grow watercress etc and let it overflow into the lower pond .id go about 2` high with your bricks silver . you should be able to get a maisonry bit and drill a lot of drainage wholes threw the floor . as for lime etc it will have already leached out . it doesnt take long . in my waterfall i used cement seal that you mix with the fresh agrigate and then thompson water sealed it and its been fine for 14 years or so .