Tom, I can't check here but it is something I realized while imaging.
First you connect to the NASA site and set the query as illustrated in the manual.
Of course you need to select the right object AND the right observing location (this is the point I missed).
In this regard, the explanatory text in the Horizon application could be more precise.
You also set the time window to cover the days you need.
After running the calculations, you copy/paste in Horizon panel and the Ephemeris values get populated.
From now you have different options in the lower right end part of the application:
you can test the tracking, track the target, or save the data for a later use.
In this way you can prepare everything ahead of time and using it later even without a connection.
I haven't really tried this because I was already there, but I am pretty sure it works.
PS: if you get the message: impossible to track because object is below the horizon, just check your location is not Mars or other funny place :-)
Andrea