They are certainly more intelligent than most pets (dogs/cats). They'll figure things out a lot faster and without specific training. For example, I knew one cow that learned how to open gates and doors with their tongue just by watching us open the doors/gates.
Getting a pet to do those sorts of behaviors usually takes treats and a lot of time.
Honestly, the only thing that surprises me about this is the fact that cows have bladder (and bowel?) control.