Your guests and horses can ask for anything that you would be able to produce at your current level - even if you haven't purchased the required building yet.
Some products (such as grain and carrots at the barn) aren't unlocked by a new building, but by increasing the level of the building that produces them; for others, you will need to get the corresponding building.
If you can't supply the activities or products your guests or horses want, don't worry about it too much. Needs will change from time to time, and if you wait a little, you might get a need you can satisfy. There's no rush! :)