There isn't a tutorial per say that I know of, but I can this much at least about the hoof details:
Take a bit of the clay, get it softened and kneaded, then smoosh some to the pony leg. You won't want a large amount, and make sure to gentle work the clay up the leg, smoothing it out so that it "blends" into the plastic. Having lotion on your hands helps to get the clay smoother and keep fingerprints off, but it takes practice to get it completely smooth.
To start sculpting the feathering (the hairs) on the feet, you will need to get a toothpick, a pencil, anything with a rounded edge that is somewhat small, and just gently press and roll it into the clay at the edge of the foot. You will want the clay to be a bit thicker there than further up the leg, so if you have to add more, just remember to put a little on at a time and smooth it on as you go. Look at the Big Brothers for references, and just practice. It takes time and a few mess ups to get things right, and your first try won't always look perfect. It's ok if you mess up a bit, and don't get frustrated. Just keep trying and it will work out eventually. =]