Thought I would chime in here, as we have sheep and one yearling steer calf together. As the calf has gotten older (he's basically grown up with the sheep) he sometimes tries to play with them, which can look scary, but in the end is harmless. He's probably 400 pounds now at least, and we've had our week old lambs cuddle up to him in the barn. They seem to really get along just fine. I can't say for sure if that will always be the case with sheep and
cattle, or if it's just because we have a solitary calf and he grew up around cattle. It helps to have smaller shelters around that the cattle can't get into, because he does seem to monopolize our barn sometimes.
Regarding minerals - yes you have to be careful because sheep can't handle the copper that is in cattle mineral. So we have buckets out of sheep mineral, and then a cattle block on a small shelf in the barn that is too high for the sheep to reach. The calf seems to enjoy both kinds of mineral while the sheep just stick to there's.
Now our goat on the other hand is a total bully to the sheep!