In Asia there is little distinction, generally speaking. Chinese only has one word which includes both.
Western culture is a bit different. If I remember correctly from my schooldays there is a parable in the Bible about Judgment Day being a separation of the sheep from the goats, a separation of the good from the bad. We still have an English idiom "to separate the sheep from the goats." I never really understood it because both make a good curry.
I suppose the difference is that sheep will flock together and follow the shepherd whereas goats are independent and wilful.
Anyway, the animals in your photo look to me like sheep. I have seen sheep in Thailand but they don't do well in the heat.