What are you making them out of? Because that's definitely going to affect weight and how you attach them. Also, where are they going to be positioned? That's another thing to consider.
If you use something like this method
it can work. It shows them on a headband first and then later they're taken off the headband and just sewn to the wig.
Now if you wish to use the wig for other things as well you could do what I did for some. No cutting or sewing to the wig. Mine were for a Tavros cosplay so they're about a foot long too but coming out the sides above the ears. I got a hunk of styrofoam, just regular old white kind but you could use the insulation type if you can find it in the thickness you want (I couldn't), and then cut out the basic shape. Shaped and sanded it to how I wanted them look. Then, this is were the attaching part comes in, I put an anchor
into the horns (I glued it in for extra insurance). After that I them in a thin layer of paperclay, just enough to cover the pores, over the horns and sanded them down smooth and painted them. After all that is done I got my headband, figured out where I wanted the horns to go, marked it on the headband and drill some holes there. The holes let you put the screws through the headband which can then go under the wig so they poke out. With the headband under the wig just position everything and screw the horns on. You now have a hidden headband with secure horns attached.