They are obtained from the invasion of our cities. Mainly Cove. The Vanguard ride them, you can either bola a Vanguard and tame one, or kill the Vanguard then tame it.
The warhorse itself as agressive and hard to tame, even with a peacer to help. They take four slots like a hiyru. They only come in the pure black color. If you say 'trick' standing next to you tamed one they will make a wooshing sound and blow out a cloud of black smoke.
Somone told me that getting a warhorse to do the smoke next to one of the strangers from this new thing makes the stanger frozen for around 15 seconds. Havnt tested that myself.
Fink has some warhorses for sale.