One of the best works on combined arms warfare is Xenophon's Anabasis, written in the 4th century BC. It is the account of a Greek mercenary army stranded in the Persian empire and forced to fight its way back to the Greek world. You can read it for free here. The first two books are the account of the march to Babylon, the defeat and death of the Greeks' paymaster, and the murder of their generals by the Persians; after that, it's almost non-stop battle scenes where a combination of heavy infantry, light infantry and horsemen fights in different types of terrain and against different types of enemies.