Wolves don't typically act like Dogs and almost always prefer to stay with their owner who they see as their Alpha, even if they are being abused (Although I'm not saying this animal is.) as in the wild Omegas are abused by all pack members as stress relief. A wolf following other's home is a sign that it most likely was a dog as Wolves are extremely skittish in the first place.
Wolves can be kept as pets depending on state, county, and city laws in the US. In other countries you can own pure wolves depending on your laws there. In my State (California) you can have a Pure Wolf with permits. ^^