I've actually seen them escape their pens a couple times. Even then, they just tend to stand around, not make it too far from the pen, and do a whole lot of nothing.
my brother raises cattle...he's had them run through multiple live electric fence wires, caught a couple who were stuck standing with feet on both sides of a wire fence...and looking as he described it, rather sheepish...and one who leaped and cleared a four-foot tall gate.
He once went out in the morning to find all his cows missing, not a one was visible in the pasture. He heard a single "moo." So, he headed over the one rise that prevented him from seeing his entire property. On the other side, he found the entire group (~30 head) standing in a tight group facing the matriarch, like she was leading the choir or addressing the troops...
He finds them at the same time incredibly stupid and stunningly bright...but yeah, they spend most of their time standing, or laying, and not doing much beyond consuming grass and chewing their cud...