Indian elephants were shipped to the Congo (and possibly other places) but they couldn't cope with the local diseases and invariably died. So the Belgians tried their hands at taming the local variety. They weren't entirely unsuccessful. The Belgian elephant domestication program began in 1906, and as far as I know continued right the way up to independence.
The untameable nature of the African elephant is somewhat exaggerated...
... though you have to watch them, as they never really totally accept the idea of servitude the way Indian elephants do.
Though this would be the most common involvement of elephants in Darkest Africa scenarios...
(It would seem that the twit of an artist used an Indian elephant as his model, it's supposed to be an African one.)