Llamas do not exist in the wild, they are entirely domesticated animals. They are related to the wild Guanacos and, like them, come from the Andean regions of South America.
Llamas and their close relatives Alpacas, Guanacos and Vicuňas, look like long-necked, woolly sheep but are in fact camelids, related to Camels.
Llama with Alpacas
The "camel" head and neck
Unlike their wild cousins, Llamas come in many coat colours. Llamas provide soft wool, meat and goods transport in rural Andean communities, as here in Cuzco, Peru.
They are herd animals and in North America (non-native) a single male Llama will bond with and protect sheep herds, especially protecting lambs from predators.