Get your camera into continuous focus / AI Servo AF, depending on brand. When you half-hold the focus button, the camera / lens will continuously focus, that is, adjust the focus. Now, go out and practice on a moving subject, say cars passing your position on a street. As the car approaches you, begin half-holding the focus button and pan with the moving subject. Press the shutter fully as the subject passes right past you at a perpendicular angle. Check your results.

Panning is a skill that comes with practice. It can be helped with the IS / VR setting on certain lenses. Even if the lens doesn't have a "panning setting", having the VR / IS active will stabilize the viewfinder, making it easier for you to 'see' the moving subject and keep the subject within the frame of the camera.

The slower the shutter speed used helps to blur the background. This is a setting that takes some personal decision making. You want to be fast enough to freeze the subject, if desired, but slow enough to better blur the background. As you practice on the passing cars (or bike riders or similar), consider speeds between 1/400 sec and 1/1000 sec. Review the images on your large screen computer monitor later and judge which speed worked best. Consider the speed of the test subjects with the speed of horses when picking the shutter speed on that situation.