Machli, of a species still unknown to Equestria and Discord, found the pup trapped in vines while searching for an ideal world to build his daughter’s tree house. So he brought her with him and gave it to Naya. Celestia wasn’t very happy about it (he also had to endure a half-hour talk about why we shouldn’t bring exotic and unknown creatures just because they look cute and that he should be a more responsible father, blah blah blah), but in the end she gave in and now the puppy is the new and happy pet of the family.

Funfact: Quu didn’t like the idea at all, and she and Machli looked for ways to get their owner’s attention separately, until they were forced to make passes. Now they are good friends - but it doesn’t stop them still competing for attention.