It depends which species of zebra you consider. The rare mountain lion However, zebras do differ in their skins. The zebra stripe patterns are unique to each individual. Horses have brown, black, white or dappled skins but never stripes.
Also, you can find horses all over the world albeit in slightly different appearance, but zebras are peculiar to Africa. Perhaps over many decades of centuries this is because the horse has proved to be domesticated, or humans have managed to engage horses usefully whereas zebras have remained wild. There is a difference between horses and zebras in the sounds they make.
Both snicker and snort, but zebras bray when horses whinny. Horses do not behave like pack, although there does seem to be a group spirit when they are in large numbers together. But this may be opportunity: the usefulness of horses means that they are mainly at work in ones or twos.