Before you get started, go out and check to see how thick the slab is poured around the perimeter. If it is too shallow (check with your ready mix guy for your area) to resist freeze and thaw and the loads you are putting on it.....go to plan "B". Otherwise, go for it. You may wish to buy some "Simpson" anchors that work with your method of construction that you could "insert" right into the fresh concrete as you fill the blocks, or install anchor bolts, or what ever to tie down your structure.
Also, my friend, as is usual, if required, go to your local city building inspector to see if you are allowed to do this little project. Otherwise, I suggest going to treated wood sill plates and studs and sideing (060 or better)...........why............it tears out easier than concrete block when they come back and tell you it has to go. Bad joke I know but it happens.