I used two pens, both wooden (they won't damage it, even if they can), one foundation and it has to be 3 walls high (a few somehow glitched up and over 2 walls). The pens I made are 5 foundations apart, and was able to pet the lower level pupper. Make sure after you've dropped it with your flying mount (I used a pteranodon) you move your mount away from the pens. If it's close to it the hyena will just try and run around. Once you've crouched and petted it, it should stay in the same spot. Keep waiting and petting and you're done.
*I had a doorway with no door for the pens, they don't go through doorways.
I see what other people have said but in my opinion these things aren't much of a problem especially if you have something like an argentavis as you cna pick them up and either kill them or put them in a trap if you have a trap built but don't have an argentavis my tip for you is to get a fast dino or if you are fast hit one and sprint towards your trap if your lucky you can get the whole pack in there and kill the ones you don't want hopefully this helps but I wouldn't try tame one super early game :)