Drop cloudberries or barley close by them (sneaking helps!) and wait nearby; any Lox that eat (usually you drop food for a pair/trio) will show little yellow hearts - this means it's taming! You can sneak close to check your progress, but it's dangerous. Once you have a tame pair, they'll start breeding (as long as they aren't Hungry or too far apart). They can be pushed around (with difficulty) or you can make a Lox Saddle and ride them to wherever you want them - they don't need to be in the Plains to breed. Keep them in a stone wall enclosure with a bit of space, keep them fed, and you should see babies in a couple of in-game days. They take a few days to mature into adults, and remember you can only slaughter tame animals with a butcher's knife unless you enable PvP.