But we do know where it came from. So we're using that to title the page logically. If you know a better, more precise name, tell us.
The Osumaran had an advanced society which was made 19th century Earth seem barbaric. They used Q7 starships. (COMIC: From the Horse's Mouth) They were also aware of many other alien species, including the Mkali. (COMIC: Fear Buds)
Osumarans looked almost exactly like horses with a black star on their foreheads. (COMIC: From the Horse's Mouth) However, unlike horses, they had wings. These wings could be folded into their sides and were practically undetectable, even by people riding the Osumaran. (COMIC: Royal Wedding)
In 1899, an Osumaran named Jata crashed his starship in Wyoming. His ship was too damaged to be repaired, so for three months he masqueraded as the horse of an outlaw named Clint Currie. The Twelfth Doctor learned of Jata and rescued him from Currie. Due to the fact that Jata's ship was broken, the Doctor took Jata back to Osumare in his TARDIS. (COMIC: From the Horse's Mouth) They had several adventures along the way. (COMIC: Fear Buds, Royal Wedding)