There are four challenges in this dlc:
Four Horses of the Apocalypse:
Pestilence is often found in Tall Trees, I found him where you finish Birth of the Conservation Movement mission. War is located somewhere between Gaptooth Breach and Armadillo, I found him just south of Twin Peaks. Famine is in mexico around Torquemada or Chuparosa or Perdido, and you get Death for completing the dlc story. After you complete this challenge you will earn the Bloodpacts (deeds) for all four horses.
For the kill 2 Bears, 3 cougars, and 5 wolves with the torch simply get on Pestilence or Death and swing the torch around with RT. You can find all of these animals in Tall Trees. Cougars and wolves can also be found just east of Torquemada as Guugley was kind enough to point out.
For Rank 3 equip a henry repeater and then open you inventory and equip Phosphorus bullets and get 5 head shots in one dead-eye meter. I did this at Jorge's Gap in U.S.A. To get phosphorus bullets you have to select them from your kit. But first you need to collect 5 desert sage and 5 violet snowdrops and give them to Nigel West Dickens during the first task of his mission A Cure for Most of What Ails You.
For Rank 4 You need to kill one of very kind of undead in one dead-eye meter. They are the Big Bruiser types (chubbies) Retchers which are greenish, Hunters or Bolters, which are the very skinny undead that crawl on all fours and the Normal undead. At least two of each will spawn at El Presidio
For Rank 5 Since you are already at El Presidio just stay far enough away that the undead won't rush you and snipe as many heads as you can within 8 seconds. You only need 5, not too hard. *JCKellner had a clever way to do this one: Run up to the undead with a sniper rifle and execute them by simply tapping RT when you are close enough. You will do an execution which is a guaranteed headshot.* Thanks for the info!
To find a map visit the cabin in Aurora's Basin or stop at any camp site with a chest. Be sure to kill the guy there or he will shoot at you for stealing his shit. I'll leave a link to a great video on the locations of treasure.