Pups are quite resilient in the same way that little kids seem to bounce.
Is the pup a pet, or to be a sheepdog?
If a pet, as people are saying, it doesn't hurt it to know to leave sheep alone and a bossy ewe will do that effectively when a pup.
If a sheepdog, it doesn't need to learn to be afraid of sheep, in that case, you need to turn very scary and frightening and yell, wave things around and generally frighten the sheep when you've got the pup with you, so that they back off the dog and they associate the dog with scariness - and it feels 'powerful' and effective around the sheep.
My silly un-dogged sheep all ran up to my neighbour's sheep dog to see what it was! And we quickly had to 'turn scary' and back the dog up, so it didn't lose confidence.