A pony is just any relatively small tank you carry to have a redundant air source. The most common setup I've seen is to use a bracket to attach a 13 or 19cf tank to your main tank, and run a single second stage off of it. Some people carry the Spare Air, which is a 3cf can. Some people hang a tank (anything from a 19cf to an 80cf) off their left side the way tech divers carry deco bottles. Some divers don't like the idea of pony bottles to begin with.
You don't specifically need any instruction to do it, but you should really think through the process, decide how it's going to be used, and do your research on the pros and cons. There is a wealth of information on the board.. just do a search on "pony bottle"