You must find him where he is standing with the Queen at her stables (see picture below) and trade him a Football (aka Soccer ball) for his Trumpet.
However, it is based on the Unicorn Girl from the Collectible Minifigures series 13. There are currently no LEGO system unicorn elements, other than in the video game, Harry Potter Years 1-4.
The Unicorn is a white horse with a purple mane and tail, white spiral horn on the forehead and coloured stars printed along the shoulder.
