On tribal wars how do you build a stable

You can build a stable in your Village Headquarters. However, you'll need to satisfy certain requirements before you can do so. A level 10 Village HQ, a level 5 Smithy, and a level 5 Barracks will allow you to do so.
In order to get all of the available horse units you'll need to upgrade you stable a few times, as well as research the corresponding units in the smithy.