Yes, I've done it and you'll need some sort of on board air supply (OBA) system in order to make it work. Then the solinoid to actuate the horn is just connected to your regular horn wire. OBA can either be a stand alone system or one that is driven off your engine such as converting your A/C pump (if you have A/C) over to an OBA and you will need at least a 2-3 gallon air reserve tank to run the horns. Or you can just buy one of the "all in one air horn systems" that has a little air compressor to power the horns. Not as loud, but it works. Since I already had the OBA system, it was fairly easy to install, hardest part was finding a place to mount the air horns. Where I orginally installed them was rubbing on other components, I took them off for now. HornBlasters is where I got my horns from, they offer complete kits to install the horns or you can buy just the horns.
I want a set of high power/pressure, low hertz horns. Something that moves enough air and at low enough frequency that if I blow them behind someone, their heart explodes just after they crap themselves.