In case of horses we can differentiate between two basic kinds of work. In one case only the horse is requested for different tasks: pull a cart, be ridden, stand still, charge free on the field, etc. The other case is when they have to interact with other animals.
On one occasion a hawk was supposed to fly on the hand of a rider sitting on the horse. This scene meant heavy practice for all three characters: the horse had to get used to the fact that a bird with an open wing approaches towards it and it had to endure all this torture without moving its ears and by standing still. The bird had to get used to the huge animal and find the hand of the man sitting on the horse, while the rider had to pay attention to the reactions of the two animals simultaneously and control them.
In other cases the horse may not be the main character but only facilitator for the wolf action. Wolves are many times requested to charge from one point to the other as fast as they could. One way to accomplish this is to ride in front of them on a horse and the rider baits the wolves that are following the galloping animal in a mad pace. Certainly this sequence must be preceded by a long training process: the horse cannot be afraid of the wolves while the wolves must learn that the horse is not the singled out lunch, but the delicious pieces of meat are coming from the rider.