If you’re wondering what robotic horse units have to do with Gunma Prefecture, it’s a Japanese pun: the “-ma” in “Gunma” is written with the Kanji for “horse”.
The GUMBA units allow people to easily explore the countryside of Gunma Prefecture, regardless of age or physical ability, because they are operated by the user’s brainwaves.
According to the official back-story for the character, Gunma Prefecture is designated as a special zone where people can get licenses that allow them to operate robotic prostheses shaped like the body of a horse.