Sheep are seasonal breeders or in other words will only breed during certain times of the year. Although the initiation and end of this period varies with breed of sheep and temperature, it tends to be most affected by day length. Basically sheep breed in decreasing or short day lengths. Common domestic sheep breeds have breeding seasons of five to seven months and gestation time is approximately 147 days... Only enough time in a year for one breeding/birth cycle...
Clanad's answer is right for our northern climes, but a ewe is fertile all year, and in certain conditions can lamb twice in eighteen months. First time I've tried posting a link - if it works, this makes interesting reading.
Neither answer is entirely correct. Some farmers do breed twice a year. the ewes tend only to have one lamb, but the price for new lhome grown lamb out of season can be quite good.