Scrub the scalp really good and brush it out
Your quick solution is a bath!
Otherwise, make sure you are grooming them properly, and giving them a good curry every time you tack and untack.
One thing I love to use is this (https://www.smartpakequine.com/pt/healthy-haircare-hair-moisturizer-233 ). You dilute it in a spray bottle and spray it over your horse's coat before you groom. It doesn't make their coat slippy like show sheen, it's actually meant to condition the coat and make it healthier. I've had it make a huge difference in many horses.
You should also look at their diet. If a horse is not getting the amounts of nutrients they need, it can sometimes show in their skin. An obvious one to look at is oils and fats. Talk to a coach, trainer, or barn owner and see what they have done. You can also look into talking with an equine nutritionist.