Horse Dance, which by the way is not only performed on the weddings but also during many local & folk exhibitions, is mainly a feature/part of Punjabi Culture. Especially in rural areas of Punjab horse dance is considered as essential part of celebrations (Punjab is one of the four provinces of Pakistan) (Same is being replaced by Camel Dance in Sindi & Balochi culture).
The horses trained for this purpose are not thoroughbreds, usually a local breeds are trained which are, when compared with thoroughbreds, are smaller in size. Mostly White or Black horses are preferred to be trained for dance. (Just because of being more beautiful looking). Most people prefer to train mares rather than horses. (Am not really sure why is that, will have to ask my father or uncles 
).
Dance is usually performed on the beat of a Drum (called “Dholl” in indo Pak), use of clarinet and “Ghungroos” (large number of small bells tied together) is also very common. Ghungroos, mostly in Red Color are also tied to the front legs of the horse, (which by the way produce a very beautiful rhythmic sound and it seems that even the animal is enjoying his ability to create this sound)
The horse is handled by his handler while dancing and is not ridden by anyone at that time. (People anyways avoid riding the horses trained to dance.)
