With closed sides, orientation won't matter as much. Ridge vent with soffit vents for winter time, and windows/doors for warm weather. Depending on how many horses or other animals, you may need to consider additional fans to pull out moisture. Talk to your livestock housing extension specialist at OSU for more specific regional recommendations. There's some good folks at UK for this sort of thing too. In lieu of that, look at some of the Midwest Plan Service barn design info.
The link provided above is a good primer, read and understand it. EVERY enclosed building needs a way to get rid of moisture in the winter. Even my FIL's 30x40 insulated shop with an epoxy floor needed some help.
Insulation will help immensely, even if its just the roof.