Orwell's construction of the sheep correlates to the government control of the media during Communist rule in Russia.
Orwell uses the sheep to display how important it was for those in the position of power to ensure that their message would consolidate their own power. The sheep do not have any individuality. They lack names and simply bleat in unison. They are heard on cue from Squealer. Agreement is not necessary in this setting where adherence is the most important element. In repeating the chant of "Two Legs Good, Four Legs Bad," the sheep operate as reminders of Animalism, the philosophy that put the pigs in power. They bleat as a way to emphasize that the leadership of the pigs is in the best interest of all the farm animals.
Over time, the power of the pigs grows. They eventually learn to walk on two legs, mirroring the humans that used to control the farm before the revolution. Teaching the sheep the new chant of "Four Legs Good, Two Legs Better" is another reminder of how the sheep are used to consolidate the pig power over the farm. Once again, the sheep do not question anything they are taught. Their chanting drowns out any other voices.
Both chants connect to how the Communist Party controlled the media to influence the Russian citizenry. The sheep are taught by Squealer, a master manipulator who "could turn black into white." Squealer is able to control the messages that the farm animals hear. During Communist control of Russia, Pravda was the government newspaper. It operated as propaganda, information that was meant to strengthen government acceptance amongst the people. Squealer compares to this ability to control the message that the public hears in order to ensure blind acceptace. In both settings, state sponsored media is the primary means to control the public and bolster governmental authority.