Baby horses are called foals. Foal is a loan word from the Old Norse words ‘fylja’ and ‘fól’, meaning ‘mare’s offspring.’
In horse breeding, the pregnant mare is sometimes referred to as “the dam”. The plural word for this usage is “dams”. Thus, a group of more than one breed of horse can be collectively referred to as “a herd”, or, if all female horses together in a group, they can be known as “a string” or (collectively) an equine harem.