For the Empire Knights White Wolves which I completed recently, I had White Wolves capes on all my Empire Knights.
The cape comes as a straight flow cape in the standard sprue, if the cape were to be assembled on the Knights on the calvary, the cape will need to be sort of folded upward or in a flow or fold that would rest on the horse back.
To sort of convert or bend the White Wolves cape, first, I hold the cape with a tweezer over a lighter flame at a reasonable distance, not too near as this will melt the plastic, but at a suitable distance where the heat would soften the plastic cape. Once the plastic cape is soften, bend or fold it with a tweezer. Place it over the Knight back and see if it fits or so. If not, just repeat the steps again, but be careful not to melt the plastic cape.