A pony's vet (or owner/trainer) may wish to perform a rectal exam. In ponygirls, trans-rectal palpation of the reproductive organs can be performed as part of a general examination or in preparation for breeding. For ponyboys, a rectal exam can be performed to massage the prostate or to otherwise assess the general health of a human pony.
Regardless of the sex of your pony, it is usually a good idea to restrain it to prevent it from hurting itself or others. If you also enjoy needle play or injection play you can "sedate" the pony by simulating a subcutaneous injection or even injecting a small amount of sterile saline (if you do the latter make sure you use sterile saline designed for injection - and always use sterile technique).
Once properly restrained, don a pair of gloves. You can use standard latex or nitrile exam gloves if you plan on a shallow rectal exam or a digital (i.e. just using a finger or fingers) rectal exam. Alternatively, you can use a pair of veterinary palpation gloves (also called palpation sleeves) if you intend on a deeper rectal exam, or if you just wanted the added realism of longer veterinary palpation gloves.
Apply some lube to the gloves before beginning the exam. Approach the pony from side, and gently lift its tail. If the pony has butt plug tail, gently remove the tail and set it aside (remember to clean and relubricate the plug portion before inserting it again). If you plan on performing a digital rectal exam, gently insert one finger up the pony's rectum and begin the exam (skip the next paragraph).
If you wish to perform a deeper exam, you will need to form a cone shape with your hand by bringing your fingers and thumb together. Gently insert your hand using a rotary motion. In this case it might require a little bit of effort to enter the rectum (do be gentle though). One trick to ease the tension (at least it works on bio-horses) is to press on the pony's spine (if the pony is four legged, you will press down; if the pony is two legged, you will press forward).
If you are performing the exam on a ponygirl, you can begin by palpating the cervix. It is a somewhat thin ropey structure, but depending on the pony's position and degree of bladder filling, it may be obscured by the bladder. Once you locate the cervix, you can try to find the uterus by gently grasping the cervix and following it forwards with your fingers. This may be more or less difficult depending on how the ponygirl is positioned. The uterine horns may also be palpated once you have located the uterus itself. Obviously most of these structures are more difficult to locate in ponygirls than in bio-mares, but take your time and gently explore with your fingers (and/or hand).
When performing a rectal exam on a ponyboy you will likely want to palpate the prostate. The prostate can be found fairly easily - it can be palpaed transrectally from only couple inches up the anus. The gland should be about the size of a walnut and will feel slightly rubbery. You can gently massage the prostate - most ponyboys will enjoy this. If you are feeling generous, you can also stimulate the ponyboys penis at the same time.