Sheep turned on Yankee woman (4)
I believe the answer is:
mary
'woman' is the definition.
'sheep turned on yankee' is the wordplay.
'sheep' becomes 'ram' (ram is a kind of sheep).
'turned' shows that the letters should be reversed in order.
'on' says to put letters next to each other.
'yankee' becomes 'y' (phonetic alphabet: alpha, bravo, charlie etc.).
'ram' reversed gives 'mar'.
'mar'+'y'='MARY'
(Other definitions for mary that I've seen before include "Person venerated by Christians" , "Sinner who became a follower of Jesus" , "Successor to Edward VI" , "O'Rourke, Harney and McAleese" , "a religious icon" .)