A kingdom player can get access to worgs after capturing an empire town that has a kennel built. However, currently all worgs and horses cost only horses for kingdom, so the resource literally has no use whatsoever.
I'm reporting it as a bug, anyway. Either it's a cool feature where you can gain access to new mounts (which means worgs should cost worgs, not horses), or its a reduntant resource (in which case the worg resource should not stockpile up).