A pony which is worked a lot, particularly on hard ground, will wear down the hoof faster than it grows, leading to soreness. If ponies spend much of their time on wet ground, the dampness will often soften the structures of the hoof making them more sensitive. In these situations, ponies must be shod. Also, some ponies have feet with poor conformation which require shoeing to bring them back to a more natural shape.
Regardless of whether the pony is shod or not, it needs attention from a farrier on average every six weeks. For the shod horse, this is when the shoe needs to be replaced. For the unshod horse, the feet still need to be trimmed every six weeks to prevent the hoof wall from growing too long and putting the joints of the leg out of alignment. The consequences of not trimming regularly include hoof cracks, foot infections and arthritis in the joints.
Apart from the regular visit by the farrier, hooves need home care as well. A daily check and clean out is usually all that's required. All you have to do is pick up each of the four feet in turn and clean them out with a hoof pick. You can get your vet or farrier to show you how to do this properly. Check for any cracks, foul smell or unusual discolouration as these can tell you that something is wrong. Also, check for loose nails or shoes which may indicate that your pony needs reshoeing.
If in doubt, contact your vet or farrier as they can tell you whether it is something which requires attention.