There are many different kinds of animals in URW. Some are friendly, and some just want to claw your face off.
Domestic animals can help you carry things. Move things onto animals by using the push command, and then choosing the tile that they are standing on. Different animals can carry different amounts of weight; a dog carries the least, while bulls carry the most.
Domestic animals cannot usually be leashed unless you purchase them from an NPC. An attempt to leash the animal by hopping the fence and applying the rope yields the message "The animal refuses to be leashed." The only ways to leash them are to either buy the animal from an NPC in the village, or kill all NPCs, thus removing this restriction.