Nail punctures to the hoof require immediate veterinary care to treat complications associated with tetanus, infection, pain and damage to hoof structures. If possible, leave the nail in the foot until the veterinarian arrives so that an X-ray can be taken to determine how deep the nail is embedded and how severe the tissue damage is.
If the nail is protruding from the sole and weight bearing will cause further damage, remove it and save for the vet. Circle the puncture site on the hoof with a marker or crayon (make sure you don’t get any ink or wax in the wound); also mark the nail for puncture depth.