Horses are a part of everyday life in Kingdom Come: Deliverance (and considering the game's focus on authenticity, that's no surprise). However, some horses aren't as they first appear. Instead, one is the exact same horse from The Witcher 3 -- the Roach. You can find this little bugger at the horse stable in Merhojed (see the map below for exact location).
It's a town located to the southwest of Talmberg between Rovna and Samopesh. It's interesting to note that the KC:D version of Roach isn't very fast, but if you need a lot of capacity and stamina, then it's a great steed to have.