Final answer:
Mr. Peabody first found Sherman during Sherman's March to the Sea, where many freed slaves sought safety and joined the Union army.
Step-by-step explanation:
Mr. Peabody first found Sherman during Sherman's March to the Sea, which took place during the American Civil War. As Sherman and his troops marched through the South, they freed thousands of slaves along their path. Many of these freed slaves sought safety and protection with the Union army, including Sherman's troops. Thus, it can be inferred that Mr. Peabody first found Sherman among the crowds of freed slaves who joined the Union army during their march.