While you can buy the riding skill at level 5, I believe you have to be level 8 to be able to ride a bought/earned mount.
The riding skill is per character, so just to rule this out, if you have two characters and you bought the riding skill on char A, then char B won't have it as well. Every character will have to buy the riding skill (unless you're VIP, then you can do a quest to get the riding skill)
The mount you earned from the treasure event will be in your 'mount'-list, there are several ways to open this list, one is to go to your character panel, click 'skills' and then click on the mount tab. Place your mount in a quickslot, then click it and you should be getting on horse then, IF you have the riding skill, and are level 8.