Every horse is different. Some may be calm and others may, well, not be. If they are in a stall, they may pace or bang on the stall wall depending on their anxiety level. If you have a horse that is calm, it will act as normal. In extreme cases of anxiety, the horse may pace relentlessly, chew on the wood of the stall, or even try to escape. I used to have a horse who would try to jump through the stall windows.
If the horse is in a pasture it may gallop, whinny, things like that. Or it may stand there. If there is a stall available, put it in there. A horse can get seriously hurt outside when its raining because it could fall or develop a sickness. When its lightening, a horse may be standing under a tree and get shocked.
Remember, as I said before, every horse is different, and will respond differently than another horse might.