Its name and form is a pun on the words 'rocking-horse' and 'horsefly'. Its body is that of a horse with black dots and wings on its back, while its legs are connected to rockers. It is made entirely of wood and rocks about. It lives on sap and sawdust.
You can download the papercraft template here: Disney: Alice in Wonderland - Rocking-Horse-Fly Free Papercraft Download