If you are going to give her a soak and all over clean, you may be best to remove her tail. Its just that with the washer inside so easily rusting if they get wet you may not want to give yourself future tail rust problems.
However, depending on how serious the dirt is you should be able to surface clean her without the need for a soak - thats always preferable for me as it means you dont need to remove her head! A magic eraser or baby wipes are also an effective way to dry clean a pony without exposing her to too much water.