The "red sky in the morning" part of the saying being a warning is also generally true, because it means that the high pressure has already moved east, meaning the good weather has already passed, most likely making way for a wet and windy day. Something the shepherds (and their sheep!) won't like.
Anyway, if you happen to still be awake when the sun is going down, look towards the West, where the sun sets, and see the colourful show, and even take some photos yourself if you can so that you can look at them on dark, rainy days to cheer yourself up. Try not to stare directly at any sunset for a very long time though, especially through your camera.