The Avvar War Nug is a Greater Nug equipped with armor which can be used as a mount by the Inquisitor. The Armored Mount is available as DLC that comes as part of Spoils of the Avvar pack.
You must first install the Spoils of the Avvar. You can access it through the stables regardless if you are in Haven or Skyhold. Listed under Exotics.
Once acquired, it can be found at the stables in Skyhold or Haven.