A horses hoof is like a human's fingernail. It is made up of calcium. The horse has another "hoof" inside of the outer layer which is sensitive. If it gets infected, it may mean death to the horse....
Horses, along with most other hoofed mammals, are grazing animals. They must often travel long distances in one day in order to find food and water, and when threatened by predators prefer to flee...
You call a veterinarian who specializes in horses. If you try to treat it yourself it is likely to end badly. The vet will drain the abscess and administer an appropriate antibiotic.