Assign a horse to this purpose that cannot be caught, is difficult to catch, or that could use some small improvements on catching.

Ask your trainer/director which horse you can assign to this purpose for hands-on grooming. You can add as many as needed.

When you successfully catch a horse from their herd and return them in a way your trainer/director approves of, create a training activity for that horse, and mark this challenge complete.

When you successfully catch a horse from their pen and return them in a way your trainer/director approves of, add a training activity for that horse, and mark this challenge complete.

Ask your Director/Trainer which horse you should assign to this purpose. This will be a horse you will perform the "Catch a Horse in a Herd" Challenge with.