Like most animals fish will itch and scratch. If they do this infrequently then it is nothing more than scratching an itch like you and I do. However, if they do it a lot, then it's a sign of a problem. Most commonly that problem is an external parasite. There are protozoa that will get on seahorses. Commonly they are called "ciliates". With many salt water creatures you can do a freshwater dip. That means you take the creature out of your tank and dip them in fresh water, just like it sounds. How long depends on the creature. There are also anti-parasite treatments. If the entire tank is infected a dip will only work temporarily and the seahorse will get infected once it is returned to the tank.
I recommend searching this forum for more information. Since this isn't primarily a forum for seahorses you might not find what you are looking for. In that case, there is a seahorse farm, Ocean Rider. They can recommend some good medicines. Much of what I know about seahorses I got from their information.