Hey Method, welcome to CoE :D
So the items in the pledge packages that are physical items and not stuff like surnames or the like, you would claim from an appropriate vendor in game using a token that is provided to you.
The vendor needs to have that item in stock, and then you would own said item after the exchange. Keeping in mind, you would have to feed and stable that horse, not to mention they will age and eventually pass away. Items, like characters and animals will persist in Elyria. So you want to claim a wagon that you are owed because you got it before launch in a promotion, great, but you have to find somewhere to park it too :P