You'll need to know how to weld to do most things with horseshoes. Metal glue won't always work for shoes weighing more than 6 ounces.
You could make some art with them either right on your wall or on a nice (finished) piece of plywood or plyboard, using nails to attach the shoes. Get creative with paint, pictures, and other "things" to add to your art. Lay it all out with color swatches before you start. Be sure to take in to consideration the weight of your creation if you plan on trying to hang it on a wall