What shots you give & WHEN you give them depends on a lot of variables.
If the mare didn't get her shots 1mo prior to foaling....you will need to give the foal shots much sooner. If the mare DID get her 1 mo prior to foaling shots...the vets now recommend starting the foal on shots at 5-6 months of age.
Now the type of shots you give will depend on the area you live, and if you have a "closed" herd, etc. Some diseases are more prevelent in some ares than others. The best thing to do is to discuss with your vet, and get their suggestions on what shots you should give for your area.