If your horse's feeding is balanced and adapted to its needs, then you don't necessarily have to give him supplements.
The feeding of your horse needs to give him enough energy to allow him to stay in shape. You have to increase this energy input by 20% when it is really cold (under 5°), which can be made by adding oil to its feed.
Make sure that the water is not frozen, so inaccessible.
To limit cold's impact, if your horse lives in a field, make sure that he can protect from it, with a shelter with a good and clean bedding so that he can sleep and get warm.
Rustic horses don't necessarily need a blanket, especially if they are in a great shape. However, horses with a thin coat or horses who can lose weight easily can be protected with a blanket and/or can be in a stall at night.
However, you have to regularly check on rubbing areas (withers especially), to avoid any injury.