Shelter from wind and snow, some heat trapped from warmest part of day, soft bedding possible.
Metal cools as fast as it heats. Wood retains the heat better .
in the barn
They stay by their nest and don't move much Or often Stay in one Place and look for food
They'll probably get more domesticated if you put them inside the barn. Also, they'll be safer against any hazardous weather that may randomly occur.
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if you are talking of outside, you can build something like a lean-to or small open barn or the horse to shelter in bad weather or from cold. but if you can, in bad weather or cold keep your horse in its stall in the barn.
When they go inside for the winter, they will be kept in a barn.
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It can do but they can also live outside.
A horse has a stall inside the stable or barn.
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Well if the horse lives with humans then most people bring the horse inside a barn when it gets really cold, though the horse would be just as OK outside. For Feral/Wild horses they will typically find a spot to stand where the wind isn't as bad and stay there until the weather is better.