Yes.
to keep themselves warm
Mother Nature invented wool as a fleece to keep some animals warm: the fleece grows from their skin.
If wool is considered cloth, wool!
Its warm, even when wet.
To keep ya warm
The wool prevents 'the thing' from losing heat, i.e. it won't make a cold stone warm.
Wool keeps you warm, even when it gets wet.
I don't know how many animals they keep in a castle but they keep sheep for wool.
they keep the sheep warm and they cut it and turn it into coat jersy but different colour
Wool can absolutely get wet. Of course, once it does it will be ruined but that wasn't your question.
Greece
No. Wool clothing keeps you warm because it has air trapped between its fibers, which acts as insulation to keep your body heat from escaping.