Lunging, riding, frequent grooming, blanketing (depending on whether or not it's necessary for him), and make sure to give lots and lots of hay. If they can't graze they need to find another way to ingest the necessary calories that they burn off trying to heat their body in the winter!
Even if you don’t ride during the winter, groom your horse regularly, daily if possible. Regular grooming and handling provides the opportunity to evaluate your horse and alerts you to problems such as illness, injury, weight loss, lost shoe, cracked hooves, etc. It’s up to us, as owners, to intervene as quickly as possible when something is wrong. Catching a problem early on helps put your horse back on the track to good health :)
Just like us, horses need exercise all year long, even when it’s cold outside! If possible, continue riding through the winter months. If severe conditions make winter riding impossible, turn your horse out daily in a large pasture or paddock daily; if it’s safe to do so, consider longeing him to keep him fit.