Storm King's Thunder uses a modified goat statblock for sheep.
D&D Beyond includes a sheep statblock, for which it cites p. 142 of Storm King's Thunder as the source. Looking at that page of the adventure, Grudd Haug area 9 (Stockyard) says to use a modified version of the goat statblock (basic rules, p. 138; SRD, p. 381) to represent sheep:
Use the goat for the sheep, with the following changes:
- It is a Small beast with 3 (1d6) hit points.
- Its speed is 30 feet.
- It lacks the Charge feature and any effective attacks.
- Its challenge rating is 0 (0 XP).
Note that the goat statblock is already CR 0, but is normally worth 10 XP - presumably because it does actually have a ram attack and a Charge trait (ineffective though they may be). The sheep statblock no longer has this attack or trait, and its hit die is also slightly smaller so it has 1 less max HP on average. Per the "Experience Points by Challenge Rating" table, CR 0 creatures can be worth either 0 or 10 XP (it's the only challenge rating for which more than one value is listed in the table).
That said, the Wild Magic Surge table (PHB, p. 104) obviously wasn't written to reference an adventure that wasn't even out yet at the time the Player's Handbook was written (one which was released a few months after you posted your question). As nitsua60's answer says, the book itself acknowledges that it can't include statistics for every animal in the world, and leave it open for the DM to approximate something reasonable based on what's provided. Even without owning Storm King's Thunder, one could reasonably have decided to use the goat statblock (as-is or modified) to represent a sheep if needed - SKT simply explicitly codifies that advice for use in the adventure.