I am working at Kuwait and my two mares (if it is too hot, the weather) getting too tired easily. So my vet suggests me to work light for the first two days but if ı have a serious competition he said it is ok to attend it so I did one time but as they are more important than competition, ı prefer light work. But some mares doesnt change at all. It depends on your horse.
Mare's don't have periods, when they go into season is dependent on the mare, some mares may experience a pain when they're in season, but if the season is that extreme I'd get a vet out for hormonal treatment. Other than that, there should be no reason why you shouldn't work her normally.
They go into season or heat about once a month, their behaviour may change slightly (depends on the horse), and they might mess about or become moodier during this period but you can still work them and should expect the same quality of work :)