I'm playing a necromancer plaguelord and I saw I have a skill that enhances the experience of skeleton riders.
My biggest problem is how on earth can I make them? Can anyone tell me how I can get these?

Undead:
Graveyard & Deathkeep 3
Nobody else according to the manual. Or I didn't find it.

OK Thanks. Then it seems strange to give this ability to the necromancer hero if not all the races can use it.

Well the game lets you have any combination of race with class. You can be a empire necromancer if you wish, which means some combinations are going to be alot worse then others. I admit I've not played as the undead or necromancer class but if it was at all possible you would get the riders from upgrading lower level skeleton that you raise I would think.