We are not told that the shepherds and the Magi saw the same thing. We know that the Magi saw the star: Matthew 2:1-2, 7, 9-10
After Jesus was born in Bethlehem in Judea, during the time of King Herod, Magi from the east came to Jerusalem and asked, "Where is the one who has been born king of the Jews? We saw his star in the east and have come to worship him." ... Then Herod called the Magi secretly and found out from them the exact time the star had appeared. ... After they had heard the king, they went on their way, and the star they had seen in the east went ahead of them until it stopped over the place where the child was. When they saw the star, they were overjoyed.
We are never told if the shepherds who saw Jesus in the manger saw the star or not. Luke 2:8-20
And there were shepherds living out in the fields nearby, keeping watch over their flocks at night. An angel of the Lord appeared to them, and the glory of the Lord shone around them, and they were terrified. But the angel said to them, "Do not be afraid. I bring you good news of great joy that will be for all the people. Today in the town of David a Savior has been born to you; he is Christ the Lord. This will be a sign to you: You will find a baby wrapped in cloths and lying in a manger."
Suddenly a great company of the heavenly host appeared with the angel, praising God and saying,
"Glory to God in the highest,
and on earth peace to men on whom his favor rests."
When the angels had left them and gone into heaven, the shepherds said to one another, "Let's go to Bethlehem and see this thing that has happened, which the Lord has told us about."
Therefore, the star has been misnomered "the star of Bethlehem" since we know that the Magi followed the star, which had been in the sky about 2 years, to where the child and mother lived. Jesus was raised in Nazareth, but they first saw the star in the east.
So they hurried off and found Mary and Joseph, and the baby, who was lying in the manger. When they had seen him, they spread the word concerning what had been told them about this child, and all who heard it were amazed at what the shepherds said to them. But Mary treasured up all these things and pondered them in her heart. The shepherds returned, glorifying and praising God for all the things they had heard and seen, which were just as they had been told.
So while the shepherds (and lambs) may have seen this star, there is no textual evidence that they did.
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