Once you have done some training in Part B with ‘Following on Loose Lead’, you can add a lead rope and lead him over the same objects you trained him to walk over (sheets of plastic, large tarps, sheet of plywood, poles, puddle of water etc).
You can continue his target training by shaping him to push a horse ball with his nose or knees, send him out to a target in the distance, teach him to take objects in his mouth, pick them up, then retrieve them; take food from your hand while you are on his back etc. All of these behaviors depend on some form of targeting.
This approach can be used to overcome fear of farm machinery, unfamiliar vehicles encountered (such a bicycles, ATV's, motorcycles etc) and many other objects.
Living being pose and extra challenge for a fearful horse as they move and make noises. Other animals & some people can be unpredictable so choose carefully the animals & humans you use to train with. Use a slightly different approach to targeting.
With extra attention to your horse’s response and keeping him below threshold, you can use this same approach to introduce your horse to animals and people. Start with them behind a barrier such as a fence or have the other animal in a crate or leashed to keep both the horse and the animal safe and use distance to keep the horse under threshold in the beginning. A halter with lead rope is necessary so you can lead the horse where you need him to go.
Choose a person that is confident with horses and capable of moving calmly and animals that will stay calm (horse-socialized dog or cat) as the horse approaches. Have the person hold a largish object that the horse has previous experience nose targeting and is confident with-such as a piece of plywood, a feed bucket etc. This also doubles as a barrier for them to protect themselves, if needed. This object can also be placed near the animal's crate as a target for the horse to touch.
Start at a distance from the animal the horse is comfortable with and lead the horse a step or two towards the being they are afraid of, then c/t and turn around and move a few steps away. Make sure the click marks a moment of calm. Retreating is seen as a reward to the horse so the treat can be phased out once the horse has the idea how to play the game. Slowly decrease the approach distance with each trial as long as the horse stays calm.
Once the horse is able to calmly move close enough to reach out and touch the person, have the person stand still with the object held between them and let the horse do the interaction.
Cue a nose target of the wood. The object becomes a familiar focal point other than the person. When the horse is comfortable with standing near the person, fade the wood (by lowering in steps or using a smaller piece etc) and use food as a reward again. When you think the horse is ready, have the person feed the reward to the horse. Progress carefully to having the person rub the horse in his favorite spot and other handling etc.
Remember that safety for humans, horses and other animals always comes before training!