The Context of the Question
The question presents a scenario involving a new governor arriving at a palace. The choices provided are various modes of transportation. Understanding the cultural and historical context behind these options is essential.

Significance of the Camel
- **Cultural Relevance:** In many regions, particularly in Middle Eastern and North African cultures, camels are often associated with nobility and status. They are known as "ships of the desert" and are historically significant for travel and trade.
- **Practicality:** Camels are well-suited for long journeys across harsh terrains. Their ability to travel long distances without water makes them an ideal choice for a governor who may be arriving from a distant location.

Comparison with Other Options
- **Elephant:** While elephants are also a symbol of power in some cultures, they are less practical for long-distance travel compared to camels, especially in desert regions.
- **Horse:** Horses are commonly used for transport but are more suited for speed and agility rather than endurance in arid environments. They may not convey the same level of status as a camel in certain contexts.
- **Foot:** Arriving on foot is often associated with humility and would not be as grand as arriving on a camel, especially for a figure of authority like a governor.

Conclusion
Given the cultural, historical, and practical implications, the correct answer is that the new governor came to the palace on a camel. This choice reflects tradition, status, and the geographical context of the scenario.