Some players have trouble collecting the apples once they find the tree. To get the hand icon to appear, you have to look upwards, usually while standing a step or two away from the trunk - get too close and the icon will be out of sight. If you don't see it at first, start walking around the tree while looking up.
Quests to collect Wild Apples:
Locations EditArizona only. The areas with the most are Williamson's Ranch and Fort Malanoche, but trees are also scattered, including Prosperidad, Train Station, Red Plains Desert, and Los Arcos.