Sheep will validate any phone numbers typed to the best of its ability. When you add or edit a phone number you'll see information that lets you know if it's a valid phone number, and if not, what the problem might be:

If your phone number looks right, the input box will be green. The input box will be red if the phone number doesn't look valid.
Sheep supports both international and national (UK) formatting, and will correctly validate 'short' numbers still in use in some areas of the UK.

Sheep will also make formatting suggestions for your numbers, so if you're not sure whether that London number should be 020 8  or 0208  (or whether the area has a 4 or 5-digit area code) you can just click on the "suggested format" to use that.

NB: Correctly validating phone numbers isn't always possible, which is why Sheep still lets you save any number you've got even if it looks wrong.