Tiny Problems^O

I’ve never seen you before! You saw one of my men? I stopped being in the military ages ago! I was a regiment leader, trying to teach the young of riddles, not for my own amusement, but to make them aware of all their surroundings, and that your enemy could be hiding even in the strangest of places, where you least expect it. It seems none of them ever managed to solve my riddles. I’ve become a farmer since I've left the war, and I've taken fondly to raising horses however, This one horse has particularly been a thorn in my side. It was an awfully small horse! I thought it was mutated! I tried to raise it and sell it, but when I checked its barn, it ran off! There was a note left, I could only hope the horse didn’t write it. “A Land of windmills, the perfect spot for farming. A horse's dream.”

Find where the horse went.