"Minna's Quest" by K. M. Peyton (Roman Pony Adventures, Book 1)

Strong-willed Minna is just a blacksmith's daughter, yet she raises a sickly abandoned foal to become the pride of the Roman cavalry. And when her fort is threatened by blood-thirsty pirates, the fate of her people depends on Minna and her beloved horse alone, as they set out on an impossible journey to fetch help.