Why does Bud escape from the shed in Christopher Paul Curtis's Bud, Not Buddy?

Bud is locked in the shed at the back of the Amos’ property by Mrs. Amos because she accuses Bud of beating her son, Todd.  While in the shed, Bud sees what he insists is a “vampire bat” hanging from the ceiling.  After concocting a plan, Bud decides to use a rake that he finds in the shed as a weapon.  Bud then quickly attacks the “vampire bat” citing one of his rules:

Once you’ve made up your mind to do something, get to it before you have the chance to talk yourself out of it.

Unfortunately, Bud finds out that the thing on the ceiling is not a vampire bat at all.  It is a hornet’s nest.  The hornets begin to sting Bud repeatedly.  In order to escape them, Bud attempts to break down the shed’s door, but changes direction suddenly and crashes through the window.  This is how Bud is freed from the shed.  The direct answer to your question, then, is that Bud escapes from the shed in order to avoid the hornets.