Children of the Horse: The Horse Catcher's Trilogy, Book Two by Amanda Cockrell

As descendants of the legendary Horse Bringers, Blue Jay and his bold sister Dances are chosen to journey westward in a quest to find horses. Along with Spotted Colt, son of the chief of the Dry River people, and his friend Mud Turtle, they travel to the Cities-in-the-West, where the young warriors will encounter a world vastly different from their own. In the cities, people live in boxes year round, while men take more pride in their weaving then in being warriors. And no one wants to talk about the horses. Then a strange group of pale, foreign men make their way among the settlements, asking questions about hidden cities of gold. In their hands are heavy sticks that breathe fire strong enough to kill, and they too have the magic to ride horses -- horses that come from some other source than the Horse Bringers' legacy. With Coyote the trickster for a guide, their mythic adventure will take these children of the plains across the boundary between life and death itself before they are able to confront the danger that threatens to engulf them all.