Board Thread:Questions and Answers/@comment-28069348-20170309201308/@comment-7418318-20170311224217

With all the Survey Corps soldiers she killed inside the woods alone, there must have been plenty of free horses around. The survey corps wouldn't have wasted any time to chase after some stray horses that nobody would be riding, so she could easily have taken one of those horses to get back.

Or she might have deliberately killed a few soldiers while leaving their horses alive in her initial assault on the flank. That way she could have use her Titan form to go the comparetively short distance to that first battlefield and ride the rest of the way back to the wall.