Before a horse may be used as an effective mount (and certainly before it is ridden into battle) a horse must have received many hours of training.

Riding an improperly trained horse is often unpleasant, and can be actually dangerous, especially in unusual situations (such as those heroes often find themselves in).

There are horse trainers in most cities, who will train horses for a fee. Most small towns have farmers who own horses, and many of them know how to train horses.

XXX how much does it cost?

Most often, the only interaction one will have with a wild horse is to domesticate foals. Foals, if captured early enough, or better, if borned in captivity, can often be raised as excellent mounts, although a strain of wildness will always be in them.

Truly domesticated horses: those who were born in captivity, and whose anscestors have been domesticated for generations, are a different breed than truly wild horses.