No need to add soil but if the horse manure is fresh it could heat up, I would compost or age it before offering to the worms. If this is a large outdoor pile then adding it wont hurt as the worms will move in when they want to but if this is a small bin it could create unfriendly circumstances for them with no where for them to get away from it.

There is also the question with fresh HM in worming medicines, seems that most of these break down quite quickly once passed through the horse there are loads of discussions as to the possibility of them being dangerous to composting worms. My own take on that is again back to the composting/aging of the HM before adding it to the worms bin.

That said on an unrelated subject I will leave these here for equinox :)

http://permaculturenews.org/2014/08/26/permanently-improve-sandy-soil/
http://www.soilminerals.com/Cation_Exchange_Simplified.htm

Good. Thanks very much. The worms seem to love the manure I have already started adding after a months aging.