Do you mean like strips of nylon cloth hanging down to keep flies out?
If you are, what I found works, is to get a tarp that is just about as tall as than the door, but is slightly more than twice as wide as the door. You are going to fold the tarp in half and you want it to overlap the door on each side.
Now get a staple gun and every couple inches (you want it tight) staple it to the farme or barn. You should hang it atleast 6 inches off the ground so the horse doesn't step on it as you're going thought it.
Now cut the strips on each side seperatly. You do not want to cut both sides of the tarp at the same time, because then there is no overlap and you want the strips to always lightly overlap each other to block out the flies and the weather as much as possible. I have no opinion on the width of the strips. I've done but large chunky 4-6 inch wide strips as well as a ton of 1 inch strips. They both seems to keep out fly and prevent rain from coming inside, without a measureable difference. If you are worried it may be a little TOO breezy and think it will fliy like a wind sock and not mostly hang like a curtain, BEFORE you cut the strips, tape the bottom of the tarp with SEVERAL rows of duct tape to weigh the ends down a bit.
If you're horse is unsureabout walking through the strips of tarp, you can always tie the strips to each side, and ever day drop a couple of the strips on each side of the door untill they are all hanging and the horse gets it.
Its a cheap way to keep the heat in durring the winter and flies out during the summer. It doubles as a trail obstical (walking thru streamers). I do recomen using a lighter weight tarp (usually the blue or blue and green tarps) durring the spring and summer, as they let in more light, and are more breezy. In the fall and winter replace with a silver and brown heavy weight tarp, they are thicker and are better at keeping the inside/outside temperatures seperate and better at keeping rain and snow out.
Fortunatly, an 8' X 8' tarp is between $10-$15 at Home Depot and are easily replaceable.