You cannot find them naturally you have to spawn them in with a command.


    Tamed Zombie Horse: /summon EntityHorse ~ ~ ~ {Type:3,Tame:1}
    Untamed Zombie Horse: /summon EntityHorse ~ ~ ~ {Type:3}
    Tamed Skeleton Horse: /summon EntityHorse ~ ~ ~ {Type:4,Tame:1}
    Untamed Skeleton Horse: /summon EntityHorse ~ ~ ~ {Type:4}

hope this helped