If you bred your mare sometime in late spring, she should be well on her pregnancy journey by now. Winter care for pregnant mares should focus on maintaining healthy nutrients in her diet and making sure she and her unborn baby are getting enough to eat.
In the 5th, 7th and 9th months (generally fall and winter depending on when you've bred, you'll need to give the mare rhino pneumonitis vaccine. Generally not a problem in adult horses, the disease can cause pregnant mares to abort.
Feed your ever-widening mare frequent meals supplemented with the proper minerals. Studies show that plump mares have fewer problems with pregnancy, but as the baby grows it becomes harder for her to eat large meals. Smaller, more frequent feedings ensure she's getting enough feed. Supplement with a mineral mix that's right along with your feed. Some veterinarians recommend a commercial mineral mix containing 25 percent salt to increase the palatability of the mineral supplement.
Take the time to prepare the foaling stall in the winter. Hammer in any sharp nails; get rid of other hazards that could cause harm to the newborn and its mother. Buy and store several bales of straw in case the big day comes early. And read up on foaling, especially if it's your very first baby.
Overall, mares are fairly self-sufficient. As long as they are warm enough, getting enough to eat, receiving the right nutrients, they fare pretty well during the winter months. They can even be ridden lightly up until the 9th month.