The Horde ability is only given to certain factions. The Franks, Goths, Huns, Vandals, Lombardi, Burgundi, and Sarmatians, and I believe the Roxolani all have the Horde ability. The Roman-British, Ostrogoths, and Slavs all appear as hordes. I don't know the mechanics for forming the Slavs or Ostrogoths, but it seems the Romano-British appear when you take the last Western Roman settlement in England. Start building up your forces in Londinium, that is what they usually attack.