In the books
Sow's Horn is a small settlement that serves as an seat to House Hogg, a family of landed knights. It consists of a small village dominated by a towerhouse with thick walls. House Hogg is sworn to House Hayford, which controls the surrounding lands. Due to its proximity to the Riverlands and the frontline between the factions of the War of the Five Kings, Sow's Horn has seen its share of raiders and foragers. It was raided by foragers led by Ser Amory Lorch, sworn to House Lannister, despite its allegiance to House Baratheon of King's Landing.
In the books, Sow's Horn is located in the western Crownlands, near the border with the Riverlands (it isn't quite clear if it is north or south of Gods Eye lake). The map that appeared on-screen in the TV series, however, inaccurately placed it north of King's Landing but south of Antlers, along the Kingsroad, which is in the core of the Crownlands (the same map also failed to mark Duskendale, the Crownlands' secondary port).