Let's say I have a Bard that has learned the Find Steed spell and Simulacrum through the Magical Secrets trait.
Find Steed (and Find Greater Steed(XGtE 156)) both specify the following (with slight differences):
While mounted on [your steed], you can make any spell you cast that targets only you also target the [steed].
If I'm mounted on such a steed and were to cast Simulacrum, targeting myself, can I choose to also target the Steed, and if so, what happens?
The spells Find Steed (and Find Greater Steed) both will allow you to target your steed as well as yourself with Simulacrum. However, the spell Simulacrum states (PHB, p. 276):
You shape an illusory duplicate of one beast or humanoid that is within range for the entire casting time of the spell.
However, even if your steed appeared to be a beast (e.g. if it was in the form of a Warhorse), according to the text of Find Steed (PHB p. 240, bold added):
The steed has the statistics of the chosen form, though it is a celestial, fey, or fiend (your choice).
So although you could target your steed with the Simulacrum spell, the steed is not a valid target of the spell by virtue of its creature type. And according to an (optional) rule in Xanathar's Guide to Everything (p. 85-86):
Invalid Spell Targets A spell specifies what a caster can target with it: any type of creature, a creature of a certain type (humanoid or beast for instance)... But what happens if a spell targets something that isn't a valid target? For example, someone might cast charm person on a creature believed to be a humanoid, not knowing that the target is in fact a vampire.
If you cast a spell on someone or something that can’t be affected by the spell, nothing happens to that target.
The example above demonstrates that the ability to target a creature with a spell does not automatically make the spell's effects apply to it. Just as you can target a vampire with charm person (which wouldn't do anything to the vampire), you can target a fey, celestial, or fiend with Simulacrum, but it won't do anything.
So although Simulacrum will both target you and your steed, it will only duplicate you, not your steed.
Of course, the Simulacrum copy of you could cast Find Steed itself, and gain a steed of its own. But this would cost a non-recharging 2nd level spell slot. Otherwise, the copy will have to resign itself to a steedless existence.
Just to take the first line of the Simulacrum spell:
You shape an illusory duplicate of one beast or humanoid that is within range for the entire casting time of the spell.
The target is one beast or humanoid within range touch.
The Steed would not normally be a valid target because its type is celestial, fiend, or fey, but Find Steed (and Greater) specifically calls out:
[snip]... While mounted, you can make any spell you cast that targets only you also target your steed...[snip]
If you have yourself, and are mounted for 12 hours, then you should be able to cast the spell and it'll create two duplicates: one of you, and one of your steed.
As for controlling them all:
[snip]... It obeys your spoken commands, moving and acting in accordance with your wishes and acting on your turn in combat. ...[snip]
The Simulacrum of you will be under your control.
The Steed is under your control.
The Simulacrum of the Steed is under your control.
It's likely to be very mentally tiring (narratively), but mechanically feasible.
