The DAZ readme says that the horns are:

• 3 Different Switching Horns Shapes
• 2 Horn Born Morphs    
•  
• Which suggests that they are a morph probably found on the head, but maybe not!

Did you read the web readme?...it usually say on there what folders the items go into, i.e. Prop, character, pose etc.
If it's a prop it would have told you there also, maybe read the files that came with it, the information will be there.

Injustice will be avenged.
Cofiwch Dryweryn.