I have a pirate map as a result of a quest but I cannot work out how to use it

Maps are used when capturing horses. If you go to the "services" tab, and click on "capture a horse" there should be a drop down box with your inventory of items and maps used to capture the horses

Yes. I have tried that but it does not appear on the drop down list.

You have it set for sale. It needs to not be for sale for you to use it.

I do not have it in my shop??