Just like in Italian, Spanish also has different words to refer to a horse depending on its sex and age. The word caballo refers to a male horse, while yegua refers to a female horse. The term "colt" instead translates as potro or potrillo.
Steps
Step 1. Use the word caballo to refer to a male horse
Hear the pronunciation here. In Spanish the double "l" ("ll") has a similar pronunciation to the Italian "gli", but less pronounced. The word caballo is masculine, so it is preceded by the article el.
You can also use the word garañón, which means "stallion". Hear the pronunciation here
Step 2. Use the word yegua to refer to a mare
Hear the pronunciation here. Use this term to refer to an adult mare over 3 years of age.
Don't use the word caballa to refer to a mare. Caballa is a type of fish (mackerel, to be precise)
Step 3. Use the word potro to refer to a foal
Hear the pronunciation here. You can also use the diminutive, that is potrillo, to talk about a horse at an early age. Being masculine, both words are preceded by the article el.
