As a new player you will be able to get your personal chocobo when you join your grand company (around lv 25 in the main story) and complete some grand company quests

1) The coeurl will be sent to you by mog mail it might take 1 day or 1 reboot but yeah you will be able to ride it when you get it
2) There is no riding skill
3) If your friend doesnt have the CE and are NEW players then yes they will either 1) have to run or 2) pay to rent a chocobo in town for 10minutes
4) There is this thing call the veteran program if your friend subscribe to 90days they will get an ahriman mount in the mail so they could use that (According to SE as soon as you register for 90 days you wil lget the mount don't need to wait the 90 days)