You can equip a helmet to them haha I have mine in the alpha skull skin and it looks so cool lol this thing is hard to get used to the controls and interestingly/frustratingly it responds to my raptors only command group so beware of that.
To tame a baboon thing you will first have to murder its friends and family including its children. Then you beat some sense into it until it is at less than 85% health then shove food in its mouth against its will and it will somehow start to love you.