Not sure exactly HOW you're supposed to tame horses in the wild.  I have rope & sugar.  I see on the minimap the horseshoe icon but there is literally no horse there nor anywhere.  My stable is at level 5 and I only have a total of 5 of 12 horses.

You have to find horses in places with the Horse icon, they're mostly at the sides of the map, and just catch them using the rope and sugar- if I'm not mistaken catching horses has the same mechanics as fishing