It is true that you should do it properly, but as the sheep are arriving tomorrow chicken wire wrapped loosely around the trunks will help until you can do the work. Even with proper cages built the sheep will jump for overhanging branches and leaves. Our Soay are particularly fond of golden gages and will jump to get them to quite a height - just before they are ripe
I have found that for temporary protection, you can place four tall canes close in to the trunk then wrap chicken wire around that - the tall kind is best, or use two x 3 foot height one on top of the other. But do remember to remove it before next season when the trees will be growing.