The cat trapped an insect in the shed (4-2)
I believe the answer is:
lean-to
'the shed' is the definition.
(I've seen this before)
'the cat trapped an insect' is the wordplay.
'the cat' becomes 'leo' ('lion' in Latin).
'trapped' means one lot of letters goes inside another.
'an insect' becomes 'ant' (ant is a kind of insect).
'leo' going around 'ant' is 'LEAN-TO'.
'in' acts as a link.
(Other definitions for lean-to that I've seen before include "Shed built against wall" , "Shed, outbuilding" , "Rough shelter lying against the wall of a building" , "Building with roof resting against larger building (4, 2)" , "Shed built onto house" .)