You will need planning permission & provided you don't want lights at night, it shouldn't be hard to get. I would advise phoning your local planning department and having an "in principle" chat to see what you need to do. Most planning departments are helpful if you ask.
Yes you do need planning and in most cases it's relatively easy to get. You need a plan of the property indicating where the manege will be situated and you need to specify the materials used for its construction, e.g type of surface. There should also be some forms to fill in but all the info should be on your council's website (a bit odd that planning were vague on the phone! Hopefully their website is more organised!). Oh, and the fee of course!