Warning: this involves the "Doctor Who" mythology, which is as chaotic and self-contradictory as it's possible to be after having been added to in small chunks by writers of varying degrees of storytelling ability, scientific knowledge or having any sort of clue as to what had already been written; over a period of almost fifty years.
Yes, they are fairly much in order. The speaker of that line was Vastra, a Silurian
. ... She's one of a race of intelligent reptiles (think of most of the cast of Harry Harrison's "West of Eden", if you've read that one) in the "Doctor Who" mythology, from millions of years in the past (definitely not the Silurian Era; the name just sounded good to a scriptwriter who was much more interested in storytelling than in palaeontology). In a manner as yet not satisfactorily explained (but which probably involves being unfrozen), she has ended up in late 19th century England along with some friends; another of whom is Strax, a Sontaran
(one of an army of militaristic alien clones who look rather like an army of Mr. Potato Heads wearing motorcycle leathers). It is Strax who said "Horse! You have failed in your mission!".
... They're not quite
the Three Stooges (although they do hang around with A Sort Of Vaguely Normal Victorian Era Human).
As for the entrance... it's about 15 or 20 minutes into the episode before they find the Doctor. Something
has been done to him which rendered him mute and almost-but-not-quite a gibbering idiot. He'd spent the first reel of the show behind a locked door as "The Monster", of whom nothing was seen but his arms.