adding subject to background

The light needs to be coming from the same direction for background and composited elements.

The quality of the light needs to at least more or less match.  That means contrast, colour balance, sharpness...

We really need to see the composit, if you don't mind sharing.

Carefully compare the original to the composite. It depends on the original selection/extraction. It will also depend on the lighting in the two images, perhaps a cast shadow under the horse etc. Matching sharpness and grain/noise.

Sometimes using the blur tool around the edges will help.