The mini? We keep ours separate but she can see the others. Dogs aren't the greatest companions for horses. Goats work well, the Godolphin Arabian liked a cat, chickens sometimes, it just depends on what she gets along with.
Poor pony! He will probably bond very well with a puppy such as a Labrador or golden retriever, or any other medium sized, friendly dog. Et the dog when it is a puppy so they can bond better. If he is pasture kept, it is normal for the horses to pick on him slightly because they are herd animals and establish order within their herd. He is probably the lowest member of the herd. If he is stable-kept, a companion is a great idea!!! Also, you can be his companion by brushing him and petting him every day and feeding and caring for him.