To keep sheep, you need a CPH (County Parish Holding Number) from Rural Payments Agency and a Flock Number from Animal Health. These are legal requirements. You shoudl have these as the seller needss the CPH number for the movement licence.
The breed society will advise of registration documents but these should have come with the sheep. You will have to register your flock with them and decide on a flock prefix / suffix and register that too. The sheep you have bought will always have the name of the breeder's flock. For example, my tup is Fetternear Lionheart, Fetternear being his breeder's flock name. The tups offspring, if I register any, will have the Rosedean prefix, which is my flock name.