Out of curiousity, how old is your dog?
Typically, it's best to introduce dogs to sheep as young ones although that's not always the case.
And for what you should expect, it really depends on the instructor and the sheep you're working with.
You shouldn't expect for your dog to spend more then five or ten minutes in the pen the first time you go. Herding, for lack of a better descriptor, is like a muscle and it's hard work for them. It's alot of focus, alot of restraint, and alot of brain power when dogs do it right.
Basically, you're the pool stick, the dog is the cue ball, and the sheep are the billiard balls.
From what I've seen, alot of people confuse herding instinct with animal aggression and while those two CAN be linked, they aren't always. Just because your dog wants to chase sheep doesn't mean that he has heading instinct, for example.
You'll probably be asked to walk the pen with your dog and keep your dog on lead. Typically, you'll be asked to walk toward the sheep to see if the sheep feel any pressure from the dog and see what the dog's natural instincts are.
Miz Naughty is a gatherer and she works counter clockwise. She doesn't really head and she doesn't really drive. She also does not give a hard eye. Herding instinct is all over the place in Cardigans, so you really never know what you're going to get. Some cardigans head, some drive, some gather and some actually do show a hard eye.
BTW is this just an evaluation, like an HIC?
ETA- sheep are usually pretty intimidating to a dog that's never seen them before. They look strange, smell strange and some are down right aggressive towards dogs. Seasoned sheep will almost always take advantage of a green dog by trying to bully him or her. They stamp their feet and put their heads down to show that they mean business.
Hopefully, they'll have you on easy sheep lol
Goats are hard to herd; they can be kind of nasty. Cattle herding is alot more dangerous although sheep can be, too. Duck herding is usually best for dogs that have alot of control or are a bit softer.
I'd like to get into herding activities with him, casually at first to see how he does, then maybe full blown later if he does really good. I think it would really help him. 
