Here's a breakdown:
* Horse: This is the general term for the animal.
* Colt: A male horse under the age of four years.
* Filly: A female horse under the age of four years.
* Mare: A female horse over four years old.
* Stallion: A male horse over four years old.
So, while a colt *is* a horse, it's not a synonym for the general term "horse".