I've never made an antler headdress with big antlers. are they separate or still fixed to the top of the skull?
The best way to fix a separate antler to something is to bolt it. Drill a hole in the antler, put a little epoxy in the hole, screw a bolt into the hole, then hacksaw the head off the bolt. You now have an antler with a handy thread sticking out which you can use to bolt it to a head-mount (maybe a cut down bike helmet or similar? you may have to reinforce where you bolt the antlers with something, thin plywood or fibreglass maybe...). Use a big washer to prevent wobbling. If the antlers are attached to the skull it should be easier to improvise some sort of harness, which you can then disguise with strips of cloth or fur to look like shaggy hair.
Two part epoxy is about the only thing that will glue antler. You can saw through antler with a hacksaw, even a junior hacksaw. The dust isn't very good for you so wear a mask.