Here's an excerpt from the ACIO's "job description":
Having enlisted into the Household Cavalry you will do your basic training at the Army Training Regiment, Pirbright. You will do a 14 week course that is common for all recruits. There you will be taught to handle and fire a rifle, basic foot drill, fieldcraft, first aid, physical fitness and other basic skills essential to all soldiers. Additionally, Household Cavalry recruits get the chance to ride at weekends. This is to give an insight into what it is like when you are involved in ceremonial duties. The training is demanding and culminates in a series of tests followed by a parade to which your family is invited.