Like any speaker, a PA horn can be designed with low or high input powers in mind. A PA horn that was designed for a higher power (watts) input isn't going to be very loud when connected to the PA speaker output on a CB which, at most, puts out maybe 3-4 watts of audio power.
So if you're looking at two or three different PA speakers and they are rated at 5 watts, 10 watts, or 25 watts, you need to go for the one rated at 5 watts. A speaker's power rating is only how much power it can handle without distortion, not how loud it is at any given power provided by the amplifier. That PA horn rated at, say, 25 watts just isn't going to be very loud if only driven with 3-4 watts of power from the CB's PA speaker jack.
And if the PA horn also has an additional spec given called its "Sensitivity" rating, always go for the highest possible Sensitivity which is expressed in dB (decibels). You'll need its Sensitivity rating, if given at all, to be over 90 dB and the higher that Sensitivity rating, the louder it will sound with your CB's PA function.