A couple of my horses have the tendency of getting a little thin throughout the winter. I've always used CocoSoya Oil, CoolCal100, or both to help my horses maintain their weight. As a nice plus, both of those products help keep their coats nice and shiny too!
I agree with Isabelle saying that he nees hay or grass 24/7 and water.
Then if he really doesn't gain much weight, you need to give him extra food.
You can put oil on the food (rapeseed oil, sunflower oil, ...).
You can also give him humidified cornflour in his ration.
Good luck :)
24/7 hay, find a feed that is high energy without being full of sugar! Also - oils can be great because they are full of calories (and are great for hooves and coat) without having to feed a huge volume of grain or chaff :) Especially good for older horses that have trouble eating!