There are many different ways you can do this, but it is generally suggested that you introduce the clicker by teaching the horse to touch a target. You can also use lids off of supplement cans, cider jugs, anything that's handy and horse safe. Start with targeting because it's a very simple game, plus it's not part of the horse's normal training. You find a safe place for you and your horse. Then you hold a cone, or some other object up in front of the horse.
Horses tend to be curious about such things.
They'll sniff towards the cone. The instant the horse bumps the cone click and treat. If your horse won t bump the cone, then break the behaviour down, so when your horse sniffs or looks towards the cone, click and treat and progress from there. The horse may start mugging your hands as soon as it realizes that food is involved. If they get too pushy, just step back out of range.