Cavalry fight in close combat just like other troops, using the rider's characteristics for WS, S, A and so on. Because of their great speed cavalry can advance up to 3D6" after an assault and fall back 3D6".
Cavalry in an Assault
Source: Core Rulebook 3E, p. 93
Cavalry fight in close combat using the rider's characteristics, and can advance or fall back up to 3D6" thanks to their speed.