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Cannot win or lose provinces normally. Instead, civilized neighbors may colonize provinces that they control. If a settlement reaches 1000 people it defects. In 5.1 and onward, if a horde controls a civilized province for a long enough period, it will defect to the horde.
That was from wikipedia, so what you need to do is to colonize thier provinces, just like any other uncolonized land and of course you need to occupy the province you want to colonize.