Instructions
Build a kennel. Open the "Build" menu and select "Kennel." Select the area of the map where you want to build the kennel. The animal trainer will immediately set to work on its construction.
Build a cage trap. This is also in the "Build" menu, but you must have a mechanic to construct it because it uses a mechanism in its construction.
Select the cage trap after you receive a message that it contains an animal. Press "Q" and select "Tame Hunting Animal" or "Train War Animal," depending on which you want. The animal trainer will take the large animal to the kennel and automatically tame it.