Given where you live, it is most likely beef (if you were in Europe or Asia, it might really be ox). Put them on a baking sheet along with carrots, onions, celery, some garlic cloves, and sprinkle with S&P, thyme. Spray or brush with some olive oil or butter. Bake at about 350 until they turn brown (all of it). This will make your house smell wonderful. I cannot tell you how long it will take, just go with the flow. Turn things once in awhile. Then slide them all into a stock pot and cover with water. Add a bay leaf or two, lots of ground black pepper. If the "ox" tail is in one piece, take a big knife and see if you can separate the sections (think a poultry back or neck) before putting in the water to get the most protein into your stock. Then bring to a boil, turn down to a simmer, and let it cook all day. Strain. You now have the most wonderful beef stock in the world. You can make soups and stews, or just have a hearty cup of it (especially good if you or someone in your household is feeling puny). great base for French onion soup, for bouef bourgonion, add a dollop of tomato paste at the end of the cooking to sweeten and thicken it a bit.
It is an all-day thing, but you'll have some of the best stock for many purposes.