From A Wiki of Ice and Fire
The Horn is 6 feet (1,83 meters) long. It is made from the horn of what must have been an enormous dragon. It has a black gleam, and is banded with red gold and Valyrian steel. When touched the Horn feels warm and smooth. Its surface is shiny and reflective, though the reflection depicted is somehow twisted. The bands of the Horn are covered by strange writings, which Moqorro identifies as Valyrian glyphs. When the Horn sounds, the glyphs glow red-hot and then white-hot. 
A Feast for Crows
Dragonbinder was brought to the Kingsmoot by Euron Greyjoy when the ironborn were electing a new king. The horn's noise silenced all and ended the possible fight between the supporters of Victarion and Asha Greyjoy.
The horn's noise according to witnesses sounded like the screaming of a thousand souls and made it seem to the listeners as if their very bones were aflame and searing their very flesh from within.  Cragorn the man who blew the horn collapsed with blisters on his lips and the tattoo he had of a bird on his chest was bleeding.
|“||That horn you heard I found amoungst the smoking ruins that were Valyria, where no man has dared to walk but me. You heard its call, and felt its power. It is a dragon horn, bound with bands of red gold and Valyrian steel graven with enchantments. The dragonlords of old sounded such horns, before the Doom devoured them. With this horn, ironmen, I can bind dragons to my will.||”|
When Asha argues that there are no more dragons, Euron tells her that there are three, and he knows where to find them. He does not mention that the dragons belong to Daenerys Targaryen.
A Dance with Dragons
Euron gave Victarion the Horn when he sent him to Meereen to bring Daenerys Targaryen back to him. He has it with him aboard the Iron Victory. According to Moqorro the Valyrian glyphs on the Horn read:
|“||"I am Dragonbinder, No Mortal man should sound me and live, Blood for Fire, Fire for Blood" ||”|
Moqorro says whoever blows the horn will die but any dragons that hear will obey the horn's master. Moqorro says Victarion must be made the horn's master and he must claim the horn with blood. 
The Winds of Winter
Victarion and the Iron Fleet arrive at Slaver's Bay, Victarion still has the horn with him in his cabin. Some of the Iron Fleet arrives at the bay of Meereen just as the Second Siege of Meereen is about to begin.
|“||"You heard its call, and felt its power."||”|
|“||Bight and baneful was its voice, a shivering hot scream that made a man's bones seem to thrum within him.||”|
|“||It is the horn of hell.||”|