I don't see a problem provided:
1. The mare is good at loading/unloading/travelling so the floating doesn't stress her out too much
2. The mare is generally a calm sort and won't get too stressed being in a new place
3. If the journey is long, have a few breaks for her to move around and stretch her legs.
Alternatively, you could wait until the foal is a few weeks old - I've heard of people transporting mares and their young foals with out too many difficulties.
When I bestride him, I soar, I am a hawk: he trots the air; the earth sings when he touches it; the basest horn of his hoof is more musical than the pipe of Hermes. ~William Shakespeare