Centaurs are intelligent half-horse-like creatures. A herd of centaurs lives in the Forbidden Forest. They occasionally appear in the story, but they mostly keep to themselves, not caring about the Wizarding World.
Centaurs in Harry Potter and the Philosopher's Stone
During his detention in the Forbidden Forest, Harry is saved from the Hooded Figure by a centaur, Firenze. Bane, another centaur, sees this and calls Firenze a 'common mule' for letting Harry ride on his back. At the start of their detention, the group shortly meets another centaur, Ronan.
From the Story
"Centaurs are creatures with the top half of a man and the bottom half of a horse. They frequently speak in riddles, and attempt to divine the future from the movements of the stars and planets."