Also consider where you want to build the shelter. Make sure that the soil will drain easily, so mud will not have a chance to form inside. Also try to build near natural wind breaks, such as trees and hills. When housing a horse in a stable, make sure that a draft-free air exchange can take place. This will allow moisture, which can accumulate quickly in an air tight stable, to escape.
Moisture can make horses susceptible to pneumonia and other respiratory diseases.
Another tip is to provide ample bedding. This will keep the horse off the cold, wet ground. Good quality hay is the most important winter feed for horses. In other words, a 1000 pound horse, should be given 10 - 15 pounds of hay per day. Raise this amount if the hay is of poorer quality.