Some of the wormers will kill tapeworms - check the labels, but any damage is already done by the time you see the segments in their poo. Mostly such damage is asymptomatic in sheep, but you may get notification from the abbatoir of 'tenuiscous cysts', which are caused by the worms as they migrate through the sheep's body. Occasionally one of these cysts develops somewhere where it causes a problem - like the brain - or in a part of the animal you want to eat.
There is a more grave condition arising from tapeworm, in which the whole carcase is riddled with small cysts and has to be condemned as unfit for human consumption, but I think this is pretty rare - at least, it is in Britain.
To prevent your sheep getting tapeworm in future, it's the dogs you need to worm; any dogs running where there are sheep should be wormed every three months.