Sceolang can be found in Fort Dawnguardps vampires are not welcome in dawnguard
How to get as follower
Talk to Sceolang and offer him to go vampire hunting, he will be happy to follow you.
How to adopt Sceolang as a pet for your kids
Bring the doggie to your house and the children will ask if they can keep him. He is located at fort dawngaurd.