Not Unlike Their Mothers
Presumably we're talking about Centaurs in their original narrative world of Greco-Roman mythology. In said world, simply, there are female Centaurs, often called Centauresses, an English form of Kentaurídes [Centaurides], such as they are designated by Philostratus the Elder in his literary work Eikónes (Images/ Pictures), also known by the Latin version of its title, Imagines.
In Eikónes/Imagines 2.3, Philostratus brings up two different ideas for what was commonly thought of as the origin of Centaurs. One is perhaps the most familiar, in which Kentauros [Centaurus], who seems to be a humanoid creature, mates with the mares of Magnesia in Thessaly, who then give birth to these beings who are part human and part horse.
Kentauros himself was either a son of the god Apollon [Apollo], or he was engendered by the Lapith king Ixion impregnating a cloud that he mistakenly thought was the goddess Hera. Diodorus Siculus and Ovid mention a version of the origin story in which no one mates with any horses, and, for whatever reason, Ixion's lover-cloud just happens to give birth to this group of semi-equine creatures.
Baby Centaurs in Thessaly
Philostratus says, however, that there also existed the notion "that the race of Centaurs sprang from trees and rocks". This appears to be referring, though, to the first generation of these entities, because, moving on to the main point of this section of the Eikónes, Centaurs had domestic family life quite similar to that of humans,
after all they have, as we see, mothers of the same stock and wives
next, and colts as their offspring, and a most delightful home
on Mt Pelion near Magnesia, where they lived by the mountain's idyllic caves and springs, with the Centaurides looking as powerful as Amazons on horseback, and being, "if we overlook the horse part of them", as lovely as the beautiful water-nymphs inhabiting those springs.
According to the Eikónes, baby Centaurs, just like human infants, were breastfed by their mothers, and wrapped in swaddling clothes.
Hylonome and the Deadly Wedding Feast
Although, by and large, Centaurs who appear as actual characters in the mythology's stories are male, there is at least one fully fleshed-out Centauress personage featured in Book 12 of Ovid's Metamorphoses, named Hylonome. Together with her husband, the beautiful Centaur Cyllarus, she attended the wedding of Peirithous and Hippodameia, to which the Centaurs were invited as the bridegroom's close relatives. (Depending on the genealogy, Peirithous, being a regular human son of Ixion, was either their half-brother or their uncle).
Being unaccustomed to strong drink, the Centaurs, inflamed by the wine provided thereat, turned aggressive and tried to abduct the bride and other women in attendance. Thus the festivities turned into a bloodbath in which most of the Centaurs were slain, including Cyllarus, after which Hylonome threw herself onto the spear that had killed her husband, thereby ending her own life. Going by Philostratus' account, Hylonome would have had the same origin as the rest of her fellow Centaurs and perhaps had given birth to Cyllarus's offspring, who, naturally, would have been the same sort of creature as their parents.
As far as the original mythology is concerned, I am not aware of any accounts of Centaurs siring offspring upon ordinary horses. As aforementioned, Ixion's son Kentauros was a man-shaped entity who begot the Kentauroi [Centaurs] upon the mares of Thessaly. He would have been unique in this, and his offspring would then have propagated themselves by mating with one another.
Neither do I know of any instances of Centaurs having children with human women, although some close sexual encounters—generally violent ones—do occur between the two, such as the aforementioned attempted abductions at Hippodameia's wedding; and the event leading to the death of the Centaur Nessos [Nessus], who tried to abduct Deianeira, the wife of Herakles [Hercules].
(Human?) Daughters of the Divine Centaurs
The next closest thing to this would be that the immortal Centaur Kheiron [Chiron] was married to a nymph named Khariklo [Chariclo], who bore him a number of daughters and at least one son, but none of these offspring seems to have been a Centaur; or at least there is no explicit description of them being such.
In some versions of her myths, one of these daughters, Endeïs, is the mother of the Argonauts Peleus and Telamon, and grandmother of the Trojan War heroes Akhilleus [Achilles] and Aias [Ajax]. So if she was in some way a Centauress she did not pass her equine traits on to her children and descendants.
Kheiron was part horse because he was conceived when his parents, the Titan Kronos [Cronus] and the Oceanid Philyra, had assumed the forms of a stallion and a mare respectively. Kheiron's brother Aphros was a marine type of Centaur which, in place of a horse's hindquarters, had the tail of a fish.
According to the Jewish writer Cleodemus, Africa was named after a son of Abraham who was called Apheran or Aphra, and who at some point was an ally of Herakles. Aphra had a daughter named Tingē who was married to the giant Libyan king Antaios [Antaeus]. After Herakles killed Antaios, he consorted with the giant's widowed queen Tingē, together with whom he became the ancestor of a line of kings in that part of the continent. The city of Tingis (now Tangier, Morocco) was named after this queen.
If Cleodemus's account records a genuine tradition of Greco-Roman myth, then Aphra would be another version of the Fish-Centaur character Aphros, who, in the more mainstream renditions, is the origin of the name Africa. Identifying these two with each other would make it so that Queen Tingē's father is = this Sea-Centaur. As in the case of Kheiron's children, however, neither does she seem to be any sort of Centaur herself, and her own children and descendants likewise appear to be represented as completely anthropomorphic.
Centauresses in Ancient Art
In Tunisia, where Aphros lived as a sea-god, there is a Roman mosaic depicting him in the company of his half-brother Neptune (the Roman version of Poseidon, the King of the Sea).
Another Roman mosaic here (see above) portrays the goddess Venus (the Roman Aphrodite) being crowned by a pair of Centauresses. (Born in the sea, Venus-Aphrodite appears elsewhere being raised from the waves by Aphros and another Fish-Centaur.)
Taking it back to the central question of the birth of new Centaurs, there is a relief sculpture on a Roman sarcophagus from France depicting Ariadne and the train of the wine-god Dionysos [Dionysus].
In the dead centre of the piece (see above) is a Centauress and her little Centaur-foal, engaged in an embrace much like one described by Philostratus in the Eikónes. (Check out the full spread of the art piece here.)
The First Female Centaur?
What I've heard described as the earliest extant imagery of the Gorgon Medusa (also in relief, but from nearly a thousand years before the sarcophagus mentioned above) depicts her as a Centauress being beheaded by the hero Perseus (see below).
The connections with her lover Poseidon are interesting since he is the god of horses, and we also know that, in her death, Medusa gave birth to their son Pegasos [Pegasus], who is a winged horse. In Ovid's Metamorphoses, Poseidon takes the form of a bird in order to mate with Medusa, while in a different version (similarly to his father Kronos before him) Poseidon becomes a stallion. Both versions are designed to explain Pegasos' features.
Meanwhile, on account of scanty evidence in both literature and art, it is rather somewhat of a mystery what exactly Pegasos' twin brother Khrysaor [Chrysaor] is supposed to have looked like. Lycophron and Nonnus seem to have envisioned him as humanoid, referring to him, respectively, as "man" and "boy".
Theoi.com speculates that he could have been a monstrous winged boar, based on the fact that his son, the triple-bodied giant Geryones, carries a shield bearing such an emblem. It would be kinda cool to think that he was a Centaur, born, as Hesiod describes him, wielding a golden blade, not unlike the one used to slay his mother just before he sprang forth into the world.