William Sherman never owned a slave in his life. Grant freed the one slave he owned in 1859 when he moved to Illinois.
Sherman had a slave while he was stationed in Alabama and South Carolina in the 1840s, according to John F. Marszalek, Sherman: A Soldier’s Passion for Order, p. 45. The citation is to Sherman’s own letters, although I don’t have access to the letters to check them myself. Marszalek’s statement that Sherman “had” a slave does not necessarily mean that he “owned” one; he could have been renting the slave, a common practice at the time. Sherman was assigned to California in 1847, in the middle of the Mexican War, and apparently did not bring the slave with him on the long voyage around Cape Horn. I know of no evidence that he ever held a slave again after leaving South Carolina.