After you cut them off, you'll need to remove the core. If it's a fresh kill, then it'll be a bloody/grisly core. The best way is to boil them till you cook the core. Then pull them out of the water and pull the core out. If it is still stuck in there, boil more.
If it's an older kill, sometimes you can just tap the horn a few times and the core will come out.
Tony