How do you say sheep intestines in french?

No I don't think so, but pig intestines are eaten by some people. The dish is named "tripes" or "andouillette".

There is a recipe from Morocco which uses 'tripes de mouton' called 'tkalia', that is eaten on the first day of 'Aïd' (see the overblog of cooking by btissam).

Andouillette is also made by mixing together veal and pork intestines.