As Grenadier1758 says, that valve is what I put them on 3 horns about 30 years ago. I did the same thing you'd do to any add-on item., I got out the tap'n'drill set. I did the same as if I was sizing and fitting metal hole and making the bolt. Just go slow and steady when tapping the horn so you DO NOT split the horn. I wrapped the top of the horn with a thin piece of leather and applied a hose clamp SNUG (Not tight) to help keep pressure, to hold up to the drill and thread cutters pressure. Drill the hole first make the guide hole, then the proper size for the thread cutter. Cut threads, 1/8 turn at a time, It seems slow work but is effective, then back off, and go, and back, and go, slow. After about half way to the thread depth for the valve; Start the valve for thread fit so you're confident on the cut.
I load my guns from a measure that I fill from a horn. NEVER pour from a horn into the barrel. Bad, potentially, deadly habit.