When living in S. Cal I frequented Barstow and captured these guys along with tarantulas, two legged racers (Very fast lizards that run upright on their back legs.) and gopher snakes. I took them home and made terrariums which I sold, quite a nice high school business actually. Horned toads make excellent pets and easy to care for, just be sure to give them a large living environment, and of course plenty of live bugs and worms.
I'm not sure about now but back in 70/71 in the US they were not a protected species, none of the critters that I captured were and I provided a very ample living space with as an exact habitat as I could develop. I was actually quite proud of my terrariums. Oh! And no license necessary.