Horses are tough creatures but that said they still need to be given the best care in the Winter months. they do grow a Winter coat which helps protect them from the cold.
Keep your horse warm by making sure there are no drafts in their sleeping area.
Consider blanketing your horse, especially if they are housed out doors. They are comfortable enough in dry cold weather but it they are cold because they are wet then that is another matter entirely.
When deciding to ride your horse in the Winter simply apply some common sense. If it's thundery or overly windy then it's probably best not to ride but if it's just cold then as long as you make sure your horse is adequately clothed and cooled down sufficiently after the ride then all should be well.
You might want to think about using an exercise sheet to keep your horse's muscles from getting too cold when out riding.
Winter Blankets from Snuggy Hoods
The Spik And Span weather Proof Horse Rug