Sheep begin to graze at an early age, so it's a good idea to have some kind of good quality forage in front of them 24/7 from the time they are 2 weeks old along with fresh clean water. High quality alfalfa hay is a good choice - it's economical, nutritious, and very palatable. You can introduce small amounts of feed around the same time if you choose to do so. Be sure that the feed is labeled safe for sheep. Sheep are very, very sensitive to copper and must have a feed that is formulated to be very low in copper, otherwise toxicity could occur and you will have a dead sheep. We wean our bottle babies at 12 weeks old, and they quit cold turkey just like all their pasture-raised siblings. They make their own living for the most part at that age and weaning is more about missing mother's company than anything else. As @cassie mentioned, CD/T vaccine would be a good idea when your lambs are 10 to 12 weeks old, and then booster with a second shot according to the label directions. After that, a yearly booster will keep them good to go as far as "overeating" and tetanus are concerned. We used Essential 3 + T in our flock this year because it is a 2cc shot, which can be intramuscular or subcutaneous, booster with another 2cc shot at 3 to 4 weeks, and then 2cc annually. You may want to vaccinate for CL if they will be co-mingled with goats, but that's your call. I don't think I would worry about vaccinating for soremouth unless you know that they have been or will be exposed.
What breed of sheep did you get?