Sorghum has been fed to horses without incident however, without knowing how much is in this hay or how it was cured, I can't really give you a good answer. The issue with Sorghum is that it can cause prussic acid and/or nitrate poisoning with symptoms of ataxia or stumbling, cystitis, and urinary incontinence. If possible, I would suggest you avoid feeding it to horses.  

For more information, see https://forages.oregonstate.edu/fi/topics/pasturesandgrazing/grazingsystemdesign/preventingprussicacidpoisening