I am reading 'Black Beauty' by Anna Sewell. (1877)

What would be the meaning of 'came in warm' in the below paragraph?

Is it an expression no longer in use?

I've never come across this kind phrase in modern English.



<Jerry kept us very clean, and gave us as much change of food as he
could, and always plenty of it; and not only that, but he always gave us
plenty of clean fresh water, which he allowed to stand by us both night
and day, except of course **when we came in warm**. Some people say that a
horse ought not to drink all he likes; but I know if we are allowed to
drink when we want it we drink only a little at a time, and it does us a
great deal more good than swallowing down half a bucketful at a time
because we have been left without till we are thirsty and miserable.>

Many thanks in advance!