Hello @Solar9 and welcome to the community! I assume you are talking about Farm Heroes. You have posted this in Candy Crush Friends. I will ask this thread to be moved to the proper game area.
In order to move the sheep, you need to make a match next to it. The sheep will move to the spot where you have made the match. For example if you have a carrot an apple and a carrot and you move a carrot to replace the apple -the sheep will move to where the apple was. You need to keep making matches until you move the sheep near the hay and then make a match where the sheep will land on the hay. In this case - you would want the 'apple' I mentioned above to be on the hay so when you replaced it with the carrot, the sheep would move onto the hay.
I have an example video to back up what @bearwithme said. It might have changed slightly as it wasn't updated the last time i checked, but it shows you how to do it