First of all you will have to get your hands on a wild horse. Bring your halter and hide it beside your leg as you approach the wild horse. Rub it gently on the neck and talk to it a low voice to gain its trust. It may run away or even try to harm you so come prepared.
Do not lose patience if the horse shoves you away, keep on trying. The best time to get a hold of the horse is when it starts eating grass. Put your hand on the upper side of the neck and pat it gently, now put the lead around his neck and tighten it immediately. Once it realizes that is has been caught it will try to break free so it is advisable to bring a helper along to assist you in holding the horse in its place.
Bring the horse back to your place and gain its trust before actually doing anything with it. The best way to go about this is to serve it fresh food daily in the morning. Bring him water two or three times a day. With the passage of time it will realize that you mean no harm to it and it will allow you to come closer.
Come close to the animal and put your hands around its neck and stroke it gently, almost all animals love that. Once you feel confident that it will not try to run away or hurt you, loosen the rope and take it out for a walk.
Follow a specific routine for the walk as it will make him a bit disciplined. Follow the walking routing for about 2 weeks. After that you may let it go all by itself and it will return to your place after some grazing.