Zandalari hunters automatically know how to tame Direhorns. Hunters of other races must learn the skill from an Ancient Tome of Dinomancy which is a rare drop from Zandalari Dinomancers on the Isle of Giants in Pandaria. This skill is NOT account-wide.
You may have trouble ending the fight once Horridon is tamed. One option is to feign death, create a group, then leave the group and wait for the 1 minute timer to boot you out of the instance. You may also be locked out of Horridon's arena for a while (30 or more minutes) until the dungeon soft resets.
Level scaling: In Shadowlands most NPCs will scale with the Hunter's level, within the constraints of their level range. Hunters can tame regular NPCs up to 2 levels higher than them, but can only tame elite NPCs of the hunter's level or below.