The DM should drag the link for the Warhorse from the Monster Manual (probably a red dragon head symbol, if you're using the official theme that came with the MM module) onto the NPC window for the campaign. That will be editable. Change the name to whatever you want to call the warhorse (e.g. Rocinante) and the intelligence to 6. Once the NPC is set up, drag the link (red dragon again) from the NPC page to the character portrait of your paladin on the top left of the Fantasy Grounds window. That will "share" the NPC with that character, so that the payer logged on to that character will be able to see the entry for it in the NPC window.
Add the NPC to the combat tracker, then drag the icon from the combat tracker onto a map. Be sure to set the "faction" of the npc to green. The paladin will then be able to move the token on the map and to see the health, etc. of the mount. He should also be able to roll the attacks or saves for the NPC if he wants to from the NPC sheet, but the DM will have to either select the mount's targets for him or simply drag the attack and damage rolls from the chat window onto the target in the combat tracker.