It was established by the Transvaal Boers in 1884, as a Republic. Their flag was horizontal black-white-red stripes with a green vertical stripe at the hoist also the colours of Imperial Germany - which I am sure worried the British Colonial Office. This explains why in 1885, 5000 British troops were sent in and declared Goshen (and Stellaland) part of the Crown Colony of British Bechuanaland, which was later incorporated into the Cape Colony in 1895. 
Roy Stilling, 08 Oct 1996
 
Goshen was centred around Mafikeng (near the border with Bechuanaland), which Sir Charles Warren (commander of the Bechuanaland Expeditionary Force) laid out as the town of Mafeking, which served as capital for both British Bechuanaland and the Bechuanaland Protectorate. It remained the capital of the Protectorate until shortly before Botswana's independence, when the administration was transferred first to Francistown, and then to the new town of Gaborone. Initially Mafeking remained part of the Cape Province during Bophuthatswana's "independence", even though it adjoined Transvaal territory and was cut off from the rest of the Cape but later the town was incorporated into Bophuthatswana. The new town of Mmabatho was built alongside Mafeking to serve as Bophuthatswana's capital. After the 1994 elections the two towns were merged under the name Mafikeng (the correct Setswana spelling) and is the seat of the new North West provincial administration.
When Warren's forces arrived at the end of the railway line (which in 1885 was Orange River Station; the bridge over the Orange River had not yet been built), a party of Boers with wagons arrived and offered their services as transport. They accompanied the force all the way up to Mafikeng, where Warren was surprised to find not a single Boer ready to defend Goshen. The transport drivers received their pay and returned to the Zuid-Afrikaansche Republiek, where they spent their earnings on purchasing farms. Warren never realised that the transport drivers were all Goshenites! 
Mike Oettle, 14 Dec 2001 
Geolocation
-25° 41' 21.3646", 25° 43' 1.6816"