I think antelope horns look best when mounted on a plaque with a small shelf to screw them to on the plaque. Do a search for taxidermy sites and see what is availible.

If you want to just screw them to a board, screw the horn base to an old board, buy some plaster, apply the plaster to the horns base and build it up to your liking. After it dries rasp and sand it to a nice contour. Remove the horns from the board, buy some soft leather, chami type and works fine. Glue the chami to the dried plaster, tuck under the edges, now screw the base to your plaque, then take a short peice of manila rope, thin, like 3/8, glue it to the border of the base hiding the edge of the chami cloth. It is easy to do and looks nice.