My 2 yr. Old was nipped by a miniture hourse and the bite broke the skin. My daughter has never been vaccinated....Do I need to worry?

Get medical care. In general animal bites that break skin require medical evaluation. I recommend taking her to urgent care.
Maybe. Just clean it out well. Be careful to watch for infection, the vaccination status does not matter in this case. Horsses do not carry tetanus, .
Mgt. If the horse is otherwise well and not showing any signs of rabies, observation of the animal for any signs is indicated. I would advise keeping the wound clean and a course of antibiotics. If the bite was provoked and the animal is well, the chance of rabies is quite small.