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The cavalier isn't supposed to have access to a heavy horse companion - the only horse option available is the Horse companion option, from the Druid's list of companions available (Core Rulebook, pg . 54).
If your GM has house ruled that and said you may have a heavy horse, you'll find the templates in the classes tab. Scroll past the classes in that list to find the templates, and add the "Advanced Creature - Animal" template.
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