Along came Lord Landless, - what is more landless than wind? Being above everything it is also quite lordly, in the nobleman sense of the word
Took it up handless, - wind can pick things up...
Rode along horseless, - ...and blow them around or along the ground; tumble weeds, snow, whatever
To the King's white hall. - between falling and drifting snow, the hall is bound to get whiter, if it wasn't to start with