Our vet was very specific about when it should be given. And it changes yearly. Apparently it has a "most effective" window, so it changes depending on when our mosquito season is most likely to start. I can't remember exactly how long before the season you are supposed to give it though. Should be an easy question for a vet.
I believe I get my horse his west nile shot spring and fall, but my vet said it's more important in the fall cause they are worse in the fall. We had an outbreak down the street from my barn, and one horse was really sick, so I try to stay on top!! It's really scary cause my barn thinks it's ok to have standing water and to let the water troughs get nasty!