It was an impressive stunt to get a horse to do that, to be sure, but it's not quite as dramatic as it looks. In frame 4 of the comic, that's a fake horse rising out of the sand on a lift. Then there's a cut to something else, then back to a real horse, first seen in frame 5. There, it kind of looks to me like the horse is just standing in a hole and has a bit of maneuvering room. Maybe they buried some of his legs (probably not in sand but maybe brown styrofoam or something) so it would kick up when he climbed out. Even so, it would take a specially trained horse not to completely flip out.

It's actually one of the few effects in this movie that looks pretty good.