From A Wiki of Ice and Fire
A dragon horn is a sorcerous horn that is used to control dragons.
It is not known if one horn can control more that one dragon, or how many dragons one horn can control. Euron Greyjoy is confident he can control more than one dragon with Dragonbinder but he has yet to be proven correct.
It has not been mentioned if the Targaryens used a dragon horn or horns to control their dragons. Presumably they did. There are dragon skulls in the Red Keep but no mention of dragon horns. It is not known if there are dragon horns on Dragonstone.
Known dragon horns
A Feast for Crows
Euron Greyjoy brings what he claims to be a dragon horn he found amongst the smoking ruins of Valyria to the Kingsmoot when the ironborn are electing a new king. The horn's noise silenced all and ended the possible fight between the supporters of Victarion and Asha Greyjoy. 
A Dance with Dragons
While wandering the Dothraki Sea Daenerys Targaryen recalls that the dragonlords of Old Valyria had controlled their mounts with binding spells and sorcerous horns. With Drogon she has to make do with a word and a whip.