If your horse is not trained to harness and you want to do real harness work (pulling the plywood with hay on it) then you need to train that. It takes quite a lot really... and if your horse is not rope savvy you sure do not want to drag stuff front the saddle. If your horse is not harness savvy training to harness, just like training to saddle takes time and effort and knowledge. Training a horse do draft work (like hauling weights that drag) is another area of expertise and very different from training a horse to pull a two wheeled cart.. and that is quite different from pulling a 4 wheel cart.
Here we go with a story.
Years ago my Dad lost his job. I was a kid and I had this horse (the first horse.. the one I trained to do dressage). Well, Dad decided to save money we needed to heat the house with wood. We would all bring wood in from the adjacent wood lot (owned by a family member).
At first we dragged the wood ourselves. It was close by. As we burned more wood, and the weather got colder, the wood got further away (imagine that.. LOL). It takes a LOT of wood to heat a house with a fire place and a non air tight stove!
Finally my Dad said, "That d**ned horse should be pulling logs out!" We cut the logs up with a two man cross cut saw and split everything with an Ax.
So.. my Brother and I found an old horse collar and some traces.. back saddle and britching.. and put it on my horse. We decided we were going to lead him at first. I was a teenager (so you have an idea of the context).
Now this horse was pretty amendable to a lot of things.. but this was entirely different. I give this horse HUGE credit.
We started out with small stuff... and dragged that. Well, he spooked and snorted but the stuff pulled easy. When we got that going relatively well (relative being the operative word) we took him out to the woods and started pulling logs out. There was snow on the ground so the footing (for people) was not good.. but the logs slid easy. WE had it all figured out....
The first few logs went ok. We thought we really knew what we were doing. Horse seemed to "get it." Then we hooked to a bigger log. We thought even if he ran it would slow him down. We had NO IDEA..
So we are dragging this log back through the woods and the horse finally had enough.. and he spooked. He turned.. I am leading him.. he turned fast.. and a log we all could barely move was airborn and swinging around behind that horse like a kid on the end of a game of crack the whip! That log cleared a swath in the brush and a swath in the people with that swing. Of course the brush popped and cracked and he spooked some more.. then started to take off. I am still at his head and I am not letting go! Dad and Brother were coming up out of the snow after being cleared out by the log and yelling "WHOA WHOA!!!" This was loud and largely ineffective.
Fortunately (and maybe this is when I found a real connection with a deity) he was well broke to halter and did not just run at a gallop.. with me bouncing along at the end of the lead rope.
Fortunately I did not fall down (and get churned under in the snow either by his feet or the log).
Fortunately that log came back to earth with a crash and he trotted with me at his head taking giant steps to keep up and he did not do any more sharp turns.
Fortunately we only had a little ways to go in the woods (maybe a quarter mile) to open land and the wood pile.
Fortunately he did stop...... and then stood still while we unhooked him.
Fortunately no one died and no one was injured (including the horse).
Believe me.. all three could have happened. And believe me.. no matter how "bonded" I was with this horse (and I spent every hour I could with him) he would have killed me as quick as that.
Most fortunate of all I learned that training a horse to pull stuff wasn't something you could just do on a Saturday afternoon.
If you are going to do this get professional help (either for you or for the horse). In my case way back then.. (over 40 years past).. I should have gotten both...