Taming a Direwold won't be easy becomes they come in packs and can usually be with other creatures like daemons. All you need is a argent and grab one of the wolves but make a trap first before doing this. And bola it, tranq it or club it and give it its preferred kibble or any kind of meat.
What I usually do is I make a boat and expand it and a large gate with fence around it, not walls. I then go to tundra, park near an iceberg,place bear traps on the ice burg, shoot wolves so they come towards the iceberg and then shoot them with tranqs.