Obviously there is a notable difference between the books and the television show as a result both of budget and audience. But the books do undoubtedly draw on historical, often medieval, history in their depictions of all sorts of things, so there is a strong relationship between the authors understanding of medieval warfare and his depiction of warfare in the books.

Having said which for various reasons there are clearly some narrative short-cuts and occasional oddities. In the show at least the Dothraki are shown simultaneously as both shooting with bows from horse-back and charging into contact in a way that scatters or destroys infantry forces. Real armies operating on the steppe regions (Huns, Avars, Mongols, etc) would have used two different types of troops, heavily armoured cavalry for charging probably composed of the nobility, lightly armoured bowmen on horseback for skirmishing.

Would warfare have been as brutal as the show depicts? With no prisoners, or with communities being burned. It probably varied quite a lot, with some conflicts being very brutal and some being less so.

If you would like to know more about this it is a question a professional historian has engaged with. Ken Mondschein wrote a book called Game of Thrones and the Medieval Art of War in 2017. I arranged for a library I work with to get a copy but I'll be honest and say I haven't read it.