Although horses can live perfectly well outdoors without manmade shelter, they do need some place to get out of the wind and rain. If there isn't a natural windbreak in your pasture, a simple three-sided shed provides relief from the elements. Flies prefer hot, sunny areas, so having a shady spot can make a big difference in your horse's comfort level.
A run-in shed must be large enough to comfortably hold all the horses in the pasture (allow 142 square feet for each horse) with one side completely open to avoid injury if all the animals should decide to enter or leave the shed at once.
The shed should be built on the highest ground available and be faced away from the prevailing winds (usually coming from the north). The walls need to be sturdy, with no sharp protrusions or gaps, and the roof should pitch slightly away from the front of the structure to keep moisture from accumulating.