Well, most hardy ponies (Dartmoors, Shetlands etc) usually have long, thick winter coats that stop them from getting cold, but other horses either put their rumps to wherever the wind is coming from, or take cover in a well-built Shelter.
Horses protect themselves by kicking or biting there predator.
Tamed horses or domesticated horse allow for their owner to protect themselves. If you are referring to protecting themselves from predators then they will always do that regardless.
They nurse them and protect them from danger and they teach them how to protect themselves from danger.
In the wild, if horses sense danger they run until they think it is safe to stop
To protect themselves from the cold.
They protect themselves by their thick, moist skin.
they blow out water
To protect them from minor predators.
They were cloths to protect themselves hrom haet, cold, rain and deseases
They use it to protect themselves from the cold, and from injury.
There are no cold blooded horses...
they die and die