I'll second Duncan Gilchrist's book Hunt High.
Lots of books, magazine articles and hunting movies out there on sheep hunting. All have tips that you will find useful once out on the mountain.
But the best learning as already stated, is being on the mountain, and using your glass.
Two most important pieces of equipment: 1) Good glass, and 2), Good Boots.
Being in good shape definitely helps...but more importantly is to learn to pace yourself on the mountain. Most people go too hard too fast, and burn themselves out before they get halfway to their destination.
Goats or sheep, neither is as hard to get into range of as many suggest...just takes better hunting skills; watch the wind, choose your routes and your timing to stalk so that you do not get busted. Movement is what usually gets you busted. You can successfully cross fairly open places without getting busted if you go slow, and can keep to shadows and keep the sun to your back.
Longest shot to date on sheep is 300 yards...most less than 200 yards. Longest shot on a goat is 110 yards, while the other 2 were at 15 and 30 yards. My goal is mtn goat with my recurve!
Even if you do get spotted, don't lose hope, as they will not always run, or run far. But once spotted, do not disappear from their sight, or at least leave someone in sight to keep their attention while you back out and can continue the stalk unseen until you are within your comfortable range. This is from Hunt High, and it has worked well for me on a number of occasions.
Best of luck in your quest!