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In a rather amusing section, Hortensio leaves the stage to teach Katharina the lute, and we are told that he returns shortly with "his head broke." Baptista comments on how pale he looks and then uses the animal imagery that you refer to in reference to his teaching of Katharina:
Why, then thou canst not break her to the lute?
To "break" an animal means to be able to subdue and dominate it, then train it, and so Baptista is asking if Hortensio will be able to train Katharina to play the lute, but the implication of the animal imagery is that Katharina is an animal that needs to be "broken" before she can learn anything--a very apt metaphor that results in Petruchio stepping up to meet the challenge.
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