Mine didn't come out as nicely as the books but she was thrilled with them.
The base is made of pound cake and the heads are milano cookies. You dip them in melted frosting tinted black.
I had problems with the melted frosting hardening on the cookies and sheep feet. I had them in the fridge and freezer FOREVER, well past the suggested 30 minutes, and they were still tacky when I was working with them. Perhaps I had too much frosting on it, but I was thinking it would have been a lot easier if I had used chocolate ganache instead of frosting.
If you want to give them a try check out the book from your local library and try your hand at the sheep or any of the other ADORABLE creations in the book.