BBS, when it comes to horn nocks, all you really need to do is shape the horn to your desired shape, make sure you have a very tight fit (no gaps or light between the two surfaces) and glue the horn to the bow with a good quality glue. I use a good 2 part epoxy or unibond 800, but some people prefer CA glue or even TB3.
I'm sure there is a how to on here somewhere, do a little searching