Centaurs seem to have different variations, not following the ancient Greek and Roman myths of being half horse from the waist down, but instead having the lower half being any kind of animal. Some like Smooge follow the traditional myths by being a horse centaur.
Due to the first explosion of Caesar's experiment on H2S gas of four years prior the present, they lost the use of their lower bodies. When Trafalgar Law arrived on the island, he used his Devil Fruit ability to give them new legs, creating the centaur army for Caesar.
After Caesar was defeated and captured by the Straw Hat Pirates and Law, the centaurs who were petrified by Caesar's new H2S gas experiment was saved by their comrades, and were all arrested by G-5. However, one centaur was apparently captured by the Big Mom Pirates and imprisoned in Charlotte Linlin's book of rare creatures via Mont-d'Or's Devil Fruit powers.