How do horses go to sleep?

Standing up.

Neigh body knows.

Lock their knees and sleep on their hoofs.

Go to pee, brush their teeheeheeheeettttth, and lay down.

Close their eyes. Or start listening to Fox News.

Sounds like, according to this video, they “deflate for storage” as my Ex used to say. Turn the sound on.

https://www.youtube.com/watch?v=RMJsqXzz5zs

A Guide to Horses and Their Sleeping Habits

And/or see How Horses Sleep Standing Up – Facts

And/or see Do Horses Sleep Standing Up

TLDR: They either lie down in various positions you might expect (on their sides, or sort of like a cat or dog, or sometimes on their backs), or they stay standing, which they can do by locking their knees as @Tropical_Willie wrote. Snoozing while standing lets them run away if they need to, since standing up takes them a while.