Wild horses are pretty much all over the place, at least in Appaloosa. To find the raccoon and deer, I just zoomed out into the town view and look carefully for moving dots in fields and empty lots.
Sometimes my sims find minor pets on their own, and sometimes I find them when I see a bunch of sims crowded around looking at something on the ground. I believe the Collection Helper will locate them as well.

You can put the plants on your home lot too. Don't put a fence around the vegetables so the deer can get to them.

That doesn't seem affect the horses, though. I have the gate locked up but the horse goes in anyway. It just ate my precious Cranerlet Nuala Grapes.

I would like to see more raccoons. I've only seen one once. I really want them everywhere. Well, almost everywhere...

Try a different gate, I heard that some do Not work. The gate I'm using on my home lot worked fine, the gate I used on my community garden didn't phase the deer at all. Also I have seen the collectible critters spawn in custom worlds. I have also noticed a pattern where they spawn where other spawners are. I found a lot that had 7 seed spawners on it and it also had 3 kinds of turtles, a falcon, and two rodents.

I've gone through 3 gates already but I'll keep testing. I was actually more amused by the horse, than annoyed. It was actually worth a few grapes, even rare ones.

The falcon is beautiful but I didn't take it as pet because the the pet birds keeps dying after a few days no matter what you do.

I cant even take the Falcon... when I see one and click on it, it just shows the interaction for watching. But I cannot get it for my home cage. I wonder whats wrong? I can take every other Bird like parrots and such. Well the only Parrot I saw yet was a green one.

Sometimes the birds just aren't takeable - I had my sim running around collecting things and she found a falcon and was able to take it, and then found another 5 minutes later that she couldn't take.

I think you need cats with high Hunting skill to catch the big birds.

No, you can befriend them yourself - I've picked up all manner of birds, and my sim doesn't even own a cat. It just seems some don't want to have any interactions other than "watch" - including small birds sometimes.

The question is if its correct that some birds of the same type cant be taken, while others can... I never got a falcon yet and I started many new Neighbourhoods to test some new things. every falcon is not catchable for me it seems... the Green Ara or what ever the name of the Parrot was I could take really easy.

My sim actually did take the falcon but because I didn't want the bird to die, I made him let the bird go. After that I noticed, that if you let a captured bird go, you can't capture it again. You can only watch them. At least in my game. Even my sim's daughter couldn't take the same falcon.