I know with dressage horses, and jumpers, you watch them when they're at liberty to see how they move. I'll bet it's the same with Western-style disciplines.

My wild crazy-assed no-proof theory is that there are horses who enjoy doing certain things - enjoy them enough so that they'll do them all on their own, out in the pasture. I remember reading here in some thread about horses that cut cows even when they haven't got riders on their backs - horses that will cut humans if that's all that's in the corral with them! (And I know I'm probably using "cut" the wrong way, I'm not a Western rider and am still trying to learn the lingo, so please forgive me if I've got it wrong.)