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The control and guidance of multi-robots (swarm) is a non-trivial problem due to the complexity inherent in the coupled interaction among the group. Whether the swarm is cooperative or non-cooperative, lessons can be learnt from sheepdogs herding sheep. Biomimicry of shepherding offers computational methods for swarm control with the potential to generalize and scale in different environments. However, learning to shepherd is complex due to the large search space that a machine learner is faced with. We present a deep hierarchical reinforcement learning approach for shepherding, whereby an unmanned aerial vehicle (UAV) learns to act as an aerial sheepdog to control and guide a swarm of unmanned ground vehicles (UGVs). The approach extends our previous work on machine education to decompose the search space into a hierarchically organized curriculum. Each lesson in the curriculum is learnt by a deep reinforcement learning model. The hierarchy is formed by fusing the outputs of the model. The approach is demonstrated first in a high-fidelity robotic-operating-system (ROS)-based simulation environment, then with physical UGVs and a UAV in an in-door testing facility. We investigate the ability of the method to generalize as the models move from simulation to the real-world and as the models move from one scale to another.