One of the things you need to realize, is that horn is not always bone. In the case of rhinos, it is actually a clump of modified hair, like the plates of a pangolin(google it) which are also horns. The second thing is that narwhals do not have horns but a tusk, a modified tooth.
This fact actually makes the process somewhat easier as all you have to do is insert a gene that makes the hair on the horses head form into horn (not actually simple but probably easier than reforming its skull). You could use goat DNA to make this gene, though anything you do will make your horse look strange after altering.
Your unicorn would look even more weird were you to go with the narwhal approach, though the horn would be he right shape. To be more specific, the male narwhal, when mature, has its front-left tooth grow forward, through the top of its lip and out in-front of its body, less charming then the usual illustrations you see. This would actually be, maybe the easiest way to give a horse a 'horn', though its a tusk, even if it looks absolutely stupid.