I want to understand how to create this effect.
Possibly a post production effect but possibly in camera...
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Those are not photographs. They are composites.
Unless you actually fabricate a translucid horse and light it up with bright lights from the inside, you better go and do that in an editing program.
But let us assume you actually want to do that in a photo.
Construct some horse and light it up. You probably can fake the size using some kind of forced perspective or matte painting.
A very primitive one. Take a glass, put some silhouette of vegetal paper and shoot a flash to the silhouette from behind, with your landscape behind the glass.
You could use some vaseline on a filter so this makes some haze on the bright lights.
You would need a wide angle lens and a small aperture to keep the different planes on focus. Focus on the landscape.