When I first started into sheep farming, I just used whatever was nearby in my medicine cabinet and in the horse barn. Many things do cross over from animal to animal, there is always some things that are specific to ruminants.
For example, the little buggers always like to break legs in the horses' round bale feeder. They seem to think that the horses get better feed than they do and it is an added bonus of having a mountainous round bale to leap through from to tangle their legs in the iron below. That is why I always have no-stick gauze, pipe insulation, multiple sizes of pre-cut black pipe, vet wrap, and red Tuck Tape on hand.
The gauze is to soak up any blood (there's always blood) and to protect the fracture. The pipe insulation is cut to size and applied around the fracture to stabilize it. The pre-cut black pipe is to further stabilize the leg and the vet-wrap or Tuck Tape is secure everything together. The red Tuck Tape is so I can find the cast in the pasture when a sheep manages to worm it's way out of it.
The sheep is also banished to the barn for at least 6 weeks
About twice a week for about a month, I open up the cast and assess the damage, then rewrap the leg again. Once they are trying to walk on it, I remove the cast and let them start weight-bearing on it. They know how much they can tolerate.
This example is no means the antidote to veterinary care. I have a veterinarian that I love to work with and she knows her stuff. Unfortunately, the monkeys always like to snap a limb when it's the long weekend or the holidays.
Below is a list of things that you should have in your barn first aid kit to help you out in a pinch. This is by no means an exhaustive list, just something to give you a basic idea of what can be sitting in the barn when those inevitable emergencies show up.
And trust me on this, those emergencies will show up. I think sheep have nothing better to do than eat, poop, and think of new ways to injure themselves.