To grant a character advantage by Working Together (the Help Action is a combat thing, though to be fair the difference is subtle), you need to be able to do something that would actually be helpful. How would a wolf help you perceive things? Well, it could look, listen, and smell for things, and alert you of what it detects. In my book, that shouldn’t grant advantage to your perception check, it should mean the wolf should be able to use its own perception (rolled or passive, as appropriate to the action) and if it succeeds and you fail, it can alert you. Of course, thanks to the wolf’s Keen Hearing and Smell feature, this may actually be more useful than advantage on your own perception check, since three rolls is better than two, even if the wolf’s bonus to the roll is a little lower than yours.