What is the name of the horse that helped build the walls of Asgard?

The horse that helped build the walls of Asgard was Svaðilfari, commonly anglicized as Svadilfari.

The story appears most fully in Snorri Sturluson’s Prose Edda. An unnamed builder offers to construct a defensive wall around the gods’ stronghold in a single winter. As payment, he demands Freyja, the sun, and the moon. The gods accept after Loki proposes conditions intended to make the task impossible, but the builder’s powerful stallion, Svaðilfari, hauls enormous stones and allows the work to advance rapidly.

Near the deadline, the gods fear the builder will succeed. Loki transforms himself into a mare and lures Svaðilfari away, preventing the final work from being completed on time. The builder then reveals himself as a jötunn, and Thor kills him with Mjölnir.

Loki later gives birth to Sleipnir, the eight-legged horse, after his encounter with Svaðilfari. Sleipnir becomes Odin’s mount, which is why the two horses are related but not interchangeable. Arvakr draws the sun’s chariot, while Gullfaxi belongs to the giant Hrungnir.