Simple. Just put molding clay over a toy horse.
The trojan horse can be made of of brown light and dark caly and 1 or 2 tooth picks so it can be an exact model of the insane trojan horse
That would be difficult because the whole point of the Trojan Horse was not that it looked like a horse on the outside, but that it was hollow on the inside. Good luck making a hollow horse from clay.
Mold the clay over a plastic toy horse. Use the air-dry clay not the professional stuff