Free-space strong-field terahertz (THz) electromagnetic pulses have emerged as a potent tool for non-equilibrium quantum state control. However, these applications predominantly rely on electric field components, with limited utilization of magnetic field components. A traditional electro-optical sampling technique may encounter constraints due to the field strength saturation effect when detecting strong-field THz pulses. Here we have identified intense THz-induced Zeeman torque signals in CoFe and successfully detected the THz magnetic field components. Through variations in the type of ferromagnetic materials and the thickness of ferromagnetic films, we further refined the detection of THz magnetic field components. Our research revealed that a 15-nm CoFe thin film is more responsive in measuring magnetic field components.