We certainly need more horn recordings, and it sounds like your friend has quite the selection. I've talked to a few horn collectors online about possibly getting recordings, but none of them were anywhere near to me.
I'll bet that the owner of the horn collection has some basic recording equipment. If not, as Bill said you can use a cell phone with appropriate software in order to set the levels correctly. A better recording will be obtained from a real recording device with a high-quality microphone, but for our purposes sometimes a cell-phone recording is just fine. You have to remember that the sounds are being replayed through small speakers in model locomotives. We'll never get the sound and fidelity from these tiny speakers as we would from large, high quality speakers.
-Kevin