okay so if you want to shear a sheep, you need a shear. If you have one, then do what I say. If you don't have one then craft one with 2 iron in any order. Now to shear the sheep, just right click it with the shear.
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You don't need to feed sheep anything to keep them alive, but they need wheat to reproduce. They also eat grass after you shear them to restore their coat.
To make shears, just put to iron ingots in a diagonal fashion in any area of your crafting table. You can use these to shear sheep which not only doesn't kill the sheep but you get more wool for shearing the sheep than when you kill it.
Sheep will lose there wool if you shear them. They will eat grass and regain there wool. The sound is similar to a dirt block breaking. Players often mistake it for 'Herobrine' but that's something for you to find out.
no
They do not spawn naturally. You must find a Name Tag, use an anvil to set the name to 'jeb_' exactly like that, and use the tag on the sheep. Its wool will then cycle through the available colours, but if you kill/shear it, the wool it drops will be the original colour.