We get a lot of lightning down here - I've been through three house hits during my lifetime and have worked in large factories that took hits regularly. All of the house hits caused some structural damage but fortunately, we never had a fire. None of the shop hits caused damage beyond frying electrical or electronic equipment. I could tell you some more war stories about lightning but will refrain and keep to the thread...
A lightning rod isn't worth much unless it's properly grounded so what most people are doing these days for protection on homes is to install a short rod (1 foot tall) on each end of the house. The rods then are electrically connected with heavy gauge wire and that circuit is attached to a loop of plated copper buried in the earth below the normal moisture level. The loop often completely circles the house at a distance of several feet from the structure. This is about the only way to get the lightning strike to ground fast enough not to cause a fire. The problems begin when the arc can't do that and superheats whatever is in the path.
My old shop had a metal roof on a wooden structure. During construction, I drove a ground rod about 8 feet into the dirt and connected a #8 copper wire between the rod and the roof. While we were on vacation one summer, a storm passed over and a bolt must have hit the shop as the insulation had melted on the wire. However, the shop did not catch fire (the funny thing was that I didn't notice the difference in appearance until about a week later). I would not worry if you are in a pole barn with steel poles and/or steel walls as the lightning will go straight to ground but of course, I also would not stand against a metal wall during a storm - stay in the middle of the shop. On the other hand, a completely wooden structure will likely catch fire somewhere unless it is properly grounded.
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