This is a complicated issue and depends on the climate and if moisture is generated inside, or if the outiside has more moisture than inside. As I understand it, moisture will tend to migrate from the wet to the dry side of a wall. That tells me a cold climate will have dryer outside air than usually exist inside a building. A shop may be different because there are no appliances, showers, or cooking going on. If the inside air is warm and the outside is cold, then moisture may condense where it hits an exterior sheath or siding. If the wall is well insulated then it should not condense on the inside. However if there is moisture moving from the inside through the wall then the mosture will condense where ever it contacts a cold surface. I would guess your climate is more cold/dry than warm/humid. Therefore I would want to stop any inside moisture from getting into the wall. i.e. vapor barrier on the inside. When the shop is warmed up, the warm air will hold more moisture and that moisture will want to migrate through the wall and condense when it hits a cold outside surface. Probably the inside of the exterior sheathing. Not good. But, if you run an air conditioner in the summer the opposite could happen. Warm outside moisture moving through the wall to get to the dry cooler inside. In that case you might want the barrier on the outside as we do here in Texas. Moisture that does migrate to the inside is extracted by the AC unit.
Some principles:
1. Warm air will hold more moisture than cold. Usually the colder the air, the dryer it is.
2. When warm moist air contacts a cold surface, like a window or a cold wall, condensation will occur. This might be on the inside surface of the exterior sheathing, or if the wall is not insulated, condensation would occur on the inside part of the wall. Depends on where the warm air first contacts a cold surface.
3. Moisture tends to migrate through a wall from the warm moist side to the cold side.
4. Any oil burning unvented heater will put a lot of moisture in the air. Rusted tools.