Check websites like jisho.org for help I use the jisho.org website to look up words. According to it, a pronghorn in Japanese can be called 枝角羚羊(えだつのれいよう), or it can just be called プロングホーン.
Be careful with looking up words in a dictionary, though, since some words would be used in certain ways / certain contexts. Not all words you pick up just from searching a dictionary can be used in the ways you might think they can be used, so it's important to learn sentences that use the word in it so you can better understand them.
For instance I don't know if there is ever a time you would need to use the kanji word for a pronghorn over the borrowed word (except for maybe a scientific paper), and I can't figure that out from jisho.org alone.