My wife and I have kept sheep, goats, llamas, alpacas, horses and many other animals for many years. Sheep need shelter from the elements, and they need to be able to go in and out at will. Most of my sheep come in the barn most nights, but they will often stay outside on warm summer nights. As has been said before they will need to be sheared at least once/year. Some breeds need to be sheared twice/year. We have Icelandics and Shetlands, and we have them sheared in the spring and early fall. At shearing time, we also trim their hooves and worm them with Ivomectin. Typically the 2 wormings per year are all they need unless you see signs of worms, loss of weight (which is very hard to detect in woolie sheep, I work hard to tame my sheep so I can feel under their wool to see if they are losing weight). other signs of worms are diarrhea, and another that you have to be able to handle them to see. We check under their eyelids and the inside of their mouth periodically to see if they are nice and pink, and not white. If the tissue is not pink, they may have anemia due to worms. We firmly believe that over worming them will lead to resistant strains of worms, so it's important to keep a watch for these signs and not just randomly worm them.
To get sheep to come into the barn when you want them, give them feed or treats in the barn and use the same call each time. We use the call; "sheep, sheep" and when we call them, they come running, because they know they'll get treats. Most people think sheep are not very intelligent, but sheep breeds vary greatly in intelligence, some are quite clever. And they all respond well to TLC and can make very loving pets. Our oldest sheep is Gabby, she's a 15 year old Shetland ewe that we've had since she was only a few years old. 15 is ancient for sheep, but Gabby is the first one in the barn for a treat, and she loves hugs and loves to have her back rubbed.. She knows her name and comes running when we call her. As was said earlier, make sure any feed or treats that you give them does not have copper in it, as copper is toxic to sheep.
My wife and I also do livestock rescue, it's nice to hear from someone who wants to give some neglected 4 footed friends a loving home.
Good luck!!!!!!!