You can buy one from the store, for about £10 I think.
In game options start at around 17,000 gold, which is the same speed as the Imperial horse , and the next horse up from there is about 42,000 I think.
Takes a while to build up 17,000 gold.
Obviously if you want 1 horse for each of your characters, then you would have to build up 17,000 gold on each character. Whereas if you have the imperial edition, you can buy an imperial horse for 1 gold, so you can get every character a horse straight away.
Cheers mate.