Prior to this latest version (or two?), I would have said you'd have had to go and "edit the raws"[1] or be lucky enough to be able to trade for one 'pre-trained'[2]. But if I understand some of the recent changes, you've got a chance (albeit possibly a very low chance, or else it might be slower to accomplish the end result) of taming absolutely any (non-sentient?) creature that you can get your hands on...
But I've not yet tried this new system, myself. If you're actually in a position to do so, go ahead. Or wait for someone to come along and reveal their own spade-work on the subject if you've got other things (metal industry, food production, trading) to try to perfect first. (Or some other problem or other to survive or, if it's all too much this first time round, learn from for your next attempt!)
[1] If you haven't seen this described, already, there's a lot of player-modifiable content. Text files where you can add descriptive tags like "[TRAINABLE]" to creatures that don't already have it. That's a feature that has a forum (the "modding" one) all of its own, if/when you feel like poking into that.
[2] From the elves, who tend to do things like this...