In order to move an animal off farm, you must set the pen that will be receiving the animal as a 'Receiving' Pen. This then allows you to move the animal off farm to that specific pen.
Written Instructions:
1. Got to: Setup --> Farm Setup
2. Click on the 'Pens' Tab
3. Click 'Modify' on the desired pen
4. Click 'Yes' on Receiving Pen:
5. Click 'Save' when finished to save the changes
Video Example: