Does the wild Shepard actually bring back animals if you have a pasture ready, or does he just bring back a product?
Domesticated Animals a product and are needed to build Animal Pens, the Stable and the Milking Barn. The Wild Shepherd collects Domesticated Animals that are hidden around the map. After a few years, he will have found all of those. You can then remove the Wild Shepherd building or convert it into a regular Gatherer's Hut. The Domesticated Animals can be used to build a Stable where you can produce additional Domesticated Animals using grain.