The Dogon tribe in Africa is known for sculptures with horses, where do (did) these horses come from ?

Horses have been around all over from prehistoric times on, in Egypt as long as the 15th century BC, as noted in the link below, which shows the history of the domestication of the horse. Therefore, I can see that with the travels of the Egyptian peoples, this idea could easily have spread to the Dogon. Check the link for more on the history of the horse & saddle.