What is the difference between lamb versus sheep?

Sheep is the animal.  Lamb is the meat from a sheep served as food.

Just like pork the the meat from a pig served as food.

Most people consider beef as meat from a cow.  While this is certainly the most common case, it need not be the only case.  Beef is the meat of a bovine, especially cattle.   Cow is just a colloquial term for cattle.  A bovine is a biological subfamily that includes animals such as domestic cattle, bison, African buffalo, the water buffalo, the yak, and the four-horned and spiral-horned antelopes.     So beef can be from a yak, for example.

Steak is often beef, but not necessarily.  You can have a steak of tuna, a steak of pork, or a steak of lamb, etc.  Steak is a cut of meat cut perpendicular to the muscle fiber.

Calf is a young (juvenile) domestic cattle.  Veal is the meat of calves.

So now you know.