Sorry, I don't quite understand. Are you suggesting that the Trojan Horse was a story invented by the Romans? The horse appears already in Homer, it's mentioned briefly in the Odyssey.
If the question is whether the Trojan Horse story is a Roman invention, the answer is a categorical "No!" It's in Homer, and vase painting, for example.
Did some romans exploit that story? Sure. But it wasn't their story to start with.