or just google....
http://www.army.mod.uk/armoured/regiments/4617.aspx
"Initial training
Every Household Cavalry soldier is first and foremost a fighting soldier. Your military career will start at ATR (Army Training Regiment) Bassingbourne. During your 14-week basic training course you will learn military skills such as foot drill, how to handle and fire a weapon, how to live and work in the open and how to tackle an assault course, as well as developing your stamina and fitness. You will be stretched further than you thought possible, and toughen up both physically and mentally. In addition, Household Cavalry recruits get the chance to ride at weekends. Having successfully mastered basic military skills, you will take your place in the Passing Out parade.
Further training
The type of further (Phase 2) training you go onto take depends on where the Regiment needs you to work.
Armoured role
Your training starts at Bovington in Dorset. You will be taught to drive a car before moving on to a Scimitar light tank - you will learn how to drive the Scimitar and be taught how to operate its communications equipment. Then you will join the Household Cavalry Regiment at Windsor, Berkshire.
Ceremonial role
You start your Phase 2 training at Windsor with a 12-week riding course. You will be given your own horse and taught everything you need to know to look after it and build a good relationship with it. After the riding course you start a four-week kit ride at Knightsbridge. Here you will be taught all you need to know about looking after the ceremonial equipment, and will learn to ride in it. "
From here:
http://www.army.mod.uk/armoured/regiments/1627.aspx
"Very often the men that form The Queen's Life Guard in Whitehall, in gleaming State ceremonial uniforms (known as Mounted Review Order), were only recently operating armoured vehicles or parachuting in their airborne role. "