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Yes, the sprues have the cape as an add-on.
How big they are, size-wise? Warmachine is a tad on the large side (not AoS level of large, but quite large), if these are in scale with, say, Gripping Beast dark age stuff, they will probably look out of place among Warmachine stuff.
Warmachine is supposed to be 32mm but its all over the place really.That said I think 28mm historic miniatures, even slightly chunky ones like Fireforge, would look way too small.
Fire forge horses are a decent size, which will help - and I suspect you don’t have any other horse mounted units for direct comparison.