I'm a bit reluctant to continue with this, Henry but here goes.... Yes, the horn should work if connected as you describe, however, horns are delicate and they can easily be silenced, particularly if the attachement screw is on the side and you overtighten it a bit. Some of the cheap horns will stop working with even the smallest amount of stress.
Now then, depending on the type of horn, there is likely to be an adjuster in the form of a screw, possibly with a locknut, either on the outside of the case or, more likely, under the side cover. If it's a trumpet, it's under the end cover. If it's not visible on the outside take off the side cover, locate the screw and it is possible to adjust to get the horn sounding again. Best done with the assistance of a helper. This, of course, presumes the horn is not seriously old, knackered or fried and that the battery is good.
Connect the horn to the battery and turn the adjusting screw in small increments. My guess is to start by screwing it in, clockwise. If, after a half turn, there is no indication that it is starting to sound then return it to the original position and begin to turn it in the opposite direction. If it is going to sound, it will.
It will begin to squeek, this turns into the full blast and then diminishes as you adjust past the best setting.
Do not leave it connected to the battery for a prolonged period.
Assuming it is now working, you may find that after mounting it stops or reduces in output. You will need to adjust incorrectly it so that the stress of mounting pulls it back into sync.