From Manners and Customs of the Bible:

In this beautiful figure reference is made to the place of shelter for the sheep where they might repose at night, and be safe from the attacks of wild beasts. The modern sheep-folds of Syria, which no doubt resemble those of ancient times, are low, fiat buildings opening into a court, which is surrounded by a stone wall, protected on the top by a layer of thorns. A doorway carefully guarded forms the entrance. Sheep-folds are referred to in a number of passages. See Numbers 32:16,24,3616And they came near unto him, and said, We will build sheepfolds here for our cattle, and cities for our little ones: (Numbers 32:16)
24Build you cities for your little ones, and folds for your sheep; and do that which hath proceeded out of your mouth. (Numbers 32:24)
36And Beth-nimrah, and Beth-haran, fenced cities: and folds for sheep. (Numbers 32:36)
; 1 Samuel 24:3; 23And he came to the sheepcotes by the way, where was a cave; and Saul went in to cover his feet: and David and his men remained in the sides of the cave. (1 Samuel 24:3) Chronicles 32:28; Psalm 78:7070He chose David also his servant, and took him from the sheepfolds: (Psalm 78:70).