I was reading a FAQ on GameFAQs and it mentioned something about how I should leave stuff in the storage area in Skara Brae. But I don't know the command to do so... I tried to find it in the manuals but so far no luck.
As far as I remember, you cannot actively deposit items in the storage shed.
Once you get far enough in the game, the artifacts that you collect for the Old Man end up there for the party to take for the final confrontation against Tarjan.