When they are within charging distance, charge both your cavalry and your infantry at the same time. When the enemy are advancing towards your infantry, tell your cavalry to follow you and flank to the left or right until you are behind the coming enemy.
One of the most effective tactics to use with Heavy Westerlander Knights is, similar to Swadian Knights in original Mount and Blade Warband, is to have your infantry hold ground and form ranks. They can be swarmed easily by infantry units if their horses are taken down. However, they are not invincible, as their horses are vulnerable to anti-cavalry weapons, such as the spear, the pike, the halberd, billhook, etc. They have extremely heavy armor and good stats, which means that they will be strong allies or hard enemies to deal with.
They, along with the Heavy Reachman Knight, the Heavy Stormlander Knight, and the Heavy Riverlander Knight, are amongst the best cavalry units on Westeros. The Heavy Westerlander Knight is a heavy cavalry unit and is the top tier unit of the cavalry tree in the Westerland faction.