See the list of units
Scouts are a special case in Civilization IV: Colonization. They are made whenever you move a colonist out of the colony and choose the option to make a Scout. It requires 50 horses to do this. The Scout has no Civilopedia entry in the game aside from the Seasoned Scout entry.
Any colonist can be made into a Scout, and he retains any specialization he had, such as Master Distiller, for example.