True, the only authority is the Bible which states that Justification by faith alone is true (Rom.4:5)
Romans 4:5 speaks of work for reward, such as works for hire. If you ever bother reading Romans to the end, you will find plenty exhortations to do works of charity.
The 'goats' in Matthew 25 are unbelievers not believers (sheep). They show their unbelief by their works.
The point remains, the goats are goats because they do not do good works, and they are condemned to hell. Hence, good works, in addition to faith, are what makes you a sheep.