Domestication is not always successful. Despite many attempts, the zebra, for example, has not been domesticated. Even though it is closely related to the horse and the donkey and you can keep it in an enclosed area where it will survive and reproduce, apart from the exceptional case, it has not been successfully tamed. Several generations in captivity and some selective breeding did not make the zebra genetically tame so that it can be ridden. Why is that? People are not sure, but there is a list of prerequisites for successful domestication that seem to hold. The zebra may not meet one or more of them. The apparent prerequisites are:
The animals should be able to adapt to the type of feed they are offered by humans. This may be different (in diversity) from what they were used to in the wild.
Animal must be able to survive and reproduce in the relatively closed quarters of captivity. Animals that need a very large territory are not suitable to be domesticated.
Animals need to be naturally calm. Very skittish or flighty animals will be hard to prevent escaping.
Animals need to be willing to recognise humans as their superior, which means they must have a flexible social hierarchy.
Animal species that do not meet all the above criteria will be very difficult to domesticate. But a fair number of animal species have been domesticated, and the number is still increasing. The early domestication probably was mainly driven by natural selection: the animals that managed best were most successful in producing the next generation. Real selective breeding is of fairly recent origin.