Horse, I'm unsure.
But we have a lot of whitetail deer here in suburbia, and once in a while I'll see one with a broken leg, dangling useless, because we also have cars. When I see them, they're managing to stay with the others, including running when startled using only three of its legs.
I presume the animal is in pain, but it still feeds and moves with its herd. (Is it herds for deer?) I see little reason a horse could not do the same--but I presume it would no longer tolerate a rider or carrying burdens, and it might prove difficult to manage.
While the common practice among the practical is to shoot horses with broken legs, I've seen news coverage of valuable horses placed in a sort of body sling while their set leg heals. They never race again, but they still perform their stud services.