| By head collar you mean a halter I am guessing?
That all depends on the age. While it is OK to put a halter on a foal I don't think it is great to lead it around all the time... though to let it learn how to lead is a good idea, I think the first few months it should be left alone for the most part. The younger the horse the less patience it will have which causes more frustration thus making the horse hate whatever it is being asked to do. I have had some work taught to me on handling babies and I liked using a rope around the neck so they don't have any pressure on their face which they hate.
For horses older than a few months I like to have the horse follow me and their mum... they know that I am not there to take them away but will pat them while mum feeds. Then slowly take the horse away further and further... if need be put the mum in a stall then lead the baby out using a bum-rope.
I think I would teach a horse to actually lead at about 3-5 months using a bum rope so the head rope is just for direction.
On catching a horse/pony. I would have them in a small area while getting used to me... even a round pen with food and water and just spend time not even haltering it but just bonding with it. brush it, feed it in a bucket, pat it, hug it, and then on a good note (such as when right in the middle of a good horse rub/massage) walk away and leave the horse wanting more.
Spend more time later doing the same but putting a hatler/rope on it and not even moving it.. and repeat the massage on their special place they love then unlatch and walk away. then take the horse for a few walks around and walk away. always leave the horse wishing it was still with you.
If a horse is out in a huge field, it should only be there if you can catch it... if it is out there and you can't, you have to decide if you want to put him/her into a smaller place and work on bonding/have a horse in there easy to catch and capture them and hope the horse wants to come with it/chase the horse which usually the horse either wins or you are so pooped... but when chasing always chase when the horse does not have two eyes on you. if the horse stops and looks at you simply back up a bit giving the horse room to choose to come forward to you as that is non threatning.
I hope this makes sense... its a bit late here so.... | 
FAQ 
How do you train a pony or young horse to accept a headcollar 
