The Horse is one of the Pets that can be bought as a Gamepass at the Shop, or inside the Pet Shop. After purchasing the Horse with 300 Robux, it will appear in your inventory.
Additional Info
You can also make the Horse ride-able, flyable or Neon, like all other Pets. It is classified as Ultra-Rare, and also being one of the Pets that could be bought by Robux.
Neon Appearance
The Neon Version of the Horse is it having a very bright blue mane, tail, feet and ears.