The image that you posted with the question was not the best, but I do believe they are yellow mealworm beetles (Tenebrio molitor) whose larvae are the yellow mealworms. Both the beetles and the larvae feed on a number of food resources of both animal and plant origin, especially grain and grain products. It is not unusual to find meal worms in horse feeds such as feeds composed of corn, oats, alfalfa pellets and molasses. Whether you get feed in bulk or in 40-50 lbs bags, they can be attractive to and infested by mealworms. They will also use spilled feed around the storage area and in the stalls where the horses eat. Therefor, part of the solution to their presence is sanitation to remove food sources. The beetles themselves are not a threat to the horses. There are numerous insecticides registered for use inside and outside of barns and stables. Most of these insecticides are synthetic pyrethroids. You can go to a farm store or an ag chemical dealer and find a source of insecticides to use inside of stables. Read the label to see if it includes mealworm beetles/darkling beetles as well as for any precautions that one should take around your horses.