There are a couple of reasona of why they can sweat. It could be an issue of endurance. If you feel that he or she athletic but tires easily it could be lack of wind. You can try trotting the horse for a couple of minutes on each lead then increasing the time as her endurance improves. Trotting at an uphill incline also helps with that as well as muscle build up. If the horse gets worked up or excited easily, that can also cause them to sweat heavily.