Malaysia is not a horse riding nation per se. Riding clubs, though available in the country, are only limited to the bigger cities. I haven't been to any riding club or school but I should think horse ware is available at these clubs just like you would find bowling balls and bowling paraphernalia in the pro shop at the bowling alley.
If you are looking for horse riding apparel in Malaysia, the riding clubs or riding schools would be a good place to go to. For a wider range, online sites could be a better choice for horse riding apparel or any riding paraphernalia you need.