I've been trying to change the background on all my horses but it's been a while since I've last done it can someone help me please

Scroll down on the horse's page, click Manage Your Horse > Art Editor, then it'll open a new little window for you to change the background in<3

If you want all your horses or riders to have the same background, you can set a default background for all your horses or all your riders from Stable-->Stable Activities-->Account. It's in the right column about halfway down.