Considering the following quote:
'They have not returned,' said Legolas. 'It will be a weary walk!'
'I shall not walk. Time presses,' said Gandalf. Then lifting up his head he gave a long whistle. So clear and piercing was the note that the others stood amazed to hear such a sound come from those old bearded lips. Three times he whistled; and then faint and far off it seemed to them that they heard the whinny of a horse borne up from the plains upon the eastern wind. They waited wondering. Before long there came the sound of hoofs, at first hardly more than a tremor of the ground perceptible only to Aragorn as he lay upon the grass, then growing steadily louder and clearer to a quick beat.
'There is more than one horse coming,' said Aragorn.
'Certainly,' said Gandalf. 'We are too great a burden for one.'
'There are three,' said Legolas, gazing out over the plain. 'See how they run! There is Hasufel, and there is my friend Arod beside him! But there is another that strides ahead: a very great horse. I have not seen his like before.'
'Nor will you again,' said Gandalf. 'That is Shadowfax. He is the chief of the Mearas, lords of horses, and not even Theoden, King of Rohan, has ever looked on a better.
-The Lord of the Rings: The Two Towers (Chapter 5, The White Rider).
I would like to know if any canon information has been given as to how Shadowfax (and friends) appeared (near) where the trio were.
Related question: How did Tom Bombadil respond to Frodo's call so fast?