It is natural, I think, to initially get the feeling that sheaves and fiber bundles are very related. However, the two are actually quite different, despite having some important overlap. Put another way, there are tons of fiber bundles on $X$ which are not sheaves on $X$ and visa versa, but there is an important class of fiber bundles which coincides with an important class of sheaves, as I hope to explain.
First of all, the category of sheaves on $X$ is way too big; we find connections to bundles by fixing a structure sheaf $\mathcal{O}_{X}$, defining a locally-ringed space $(X, \mathcal{O}_{X})$, as you describe. We now don't want to consider all sheaves on the topological space $X$, but rather sheaves of $\mathcal{O}_{X}$-modules. We say a sheaf $\mathscr{F}$ is a sheaf of $\mathcal{O}_{X}$-modules if for all open sets $U \subseteq X$, then $\mathscr{F}(U)$ is an $\mathcal{O}_{X}(U)$-module (plus a compatibility with restriction morphisms).
There are certain very special $\mathcal{O}_{X}$-modules called locally-free sheaves. These are sheaves $\mathscr{F}$ such that there exists an open cover $\{U_{i}\}$ of $X$ satisfying $\mathscr{F}(U_{i}) \cong \mathcal{O}_{X}(U_{i})^{\oplus N}$, for some $N$. Notice that a general sheaf need not have any local trivialization property...this is one of the reasons they cannot possibly be related to a fiber bundle. To find a relation, you need some sort of local trivialization property. This comes naturally in the form of locally-free sheaves.
However, note that the structure sheaf $\mathcal{O}_{X}$ must be fixed throughout! In other words, it doesn't make sense to talk in full generality about "locally-free sheaves." Rather, one must talk about "locally-free sheaves inside the category of $\mathcal{O}_{X}$-modules."
Anyway, the punchline here is that for a fixed locally-ringed space $(X, \mathcal{O}_{X})$, deep within the category of $\mathcal{O}_{X}$-modules, you find a collection of locally-free sheaves which are indeed fiber bundles. One perhaps intuitive way to think about the category of all sheaves on $X$ is by starting with those that define fiber bundles and allowing more and more degenerative behaviour. For example, allow them to not be locally trivial, then maybe allow them to jump in rank, then allow for them to only be supported on part of $X$, etc.
I hope this was somewhat helpful!