Do Mini horses need to be kept indoors all year long?

Only if you want a sad mini. These animals are not like your tea cup poodles. They are hardy animals and they like being treated just like their bigger relatives. If you keep a mini horse pampered, with a coat, and not letting them out at night, or during the winter then you will end up with a less hardy horse. Keeping them up in the winter and the coat will keep them warm and they won't grow their own coat. This is fine if your keeping them ready for showing in the winter. So long as you have a barn of some kind for them to get into should they want to in bad weather that’s all you need.