If you are on a pvp server(pve works as well), and you're raiding someone, try to use the rhino's charge attack. If your opponent has a rex, and you hit it with a full charge meter, it will be an instakill.
A woolly rhino had one main ability it is the absolute best creature to collect thatch when you give it enough room to charge it can destroy tree like they are not even there collecting thousands of pieces of thatch
There creatures are almost entirely passive, so long as you don't attack them. If you do aggro one (to kill it for either it's great pelt supplies or it's horn), it is best to get on top of a small cliff or something like that. Running away is almost always futile, as not only do they move faster the longer they charge at you, they do up to 10 times as much damage. If you are to run, don't run straight, unless you'd like to be a rhino's horn decoration.
When tranqing. Place 5 or more large bear traps in a row between you and the rhino. Then stand behind the traps with the traps between you and the rhino and shot it. The rhino will charge and get stuck in the bear trap for 10 seconds, followed by the next and so forth.
They are everywhere in the snow mountains. A group of wolf or smilodons will aggro them and if the rhino is high level, you can tame it but don't forget the bad boys who want to eat it, protect it from the smilodons that served as tank for the tame.