Personally, I like to learn by doing things wrong & badly a few times, rather than having the good sense & forsight to take a class. Turned some tolerable butt plugs on my small Atlas metal lathe. Since my wood turning skills are about Zero, I ended up getting the plug smooth with a file while on the lathe.
With respect to the horn necks, both the old way, and the modern way, to hold the horn are the same. First drill out the neck to suit, say, a 1/4x28 tap. Tap the neck, leave the tap in place & hold the tap in the lathe chuck. Old turned horn tips, at least Lancaster horns, still show shallow threads from the tap used to hold them in a lathe. And since my little Atlas doesn't have the throw to turn the neck of any decent horn, I made my own "horn" lathe using a Bosch variable speed drill, couple of hose clamps, and stout oak timber from pallats at work. Nice to turn the horn neck at very low speed.
Now, I understand that the Master Horner guys would have much better advise.