Some animals do offer higher damage, like some dinosaurs. They get a trip attack or someother added attack.
As for adding metals to there natural attack, well i have never heard of it. But if your GM says its ok, then that will work. I also don't know about the horseshoes.
Hello i was wondering if you have animals with horn's or club tails some thing with no feeling that can't really be damaged
Can they be coated in metal to give them an effect?
Like could you take the Megaloceros and cover it's antler's in adamantium cold iron etc.
also a can a megalacorus wear horseshoes such as horseshoes of speed and
if youmake horseshoes out of special material does it have an effect on attacks?
There are no rules for coating an animals natural attacks with metal to bypass DR, so I would say no.
As for item slots that animals have, I believe that's covered in animal archives, though I think d20pfsrd also has the information.
It appears all animal companion quadrupeds with hooves can use horseshoes.
But as far as I know, they horseshoes do not augment the animal kicks, so I don't think making them out of a special material helps.