Where did Lord Lucan learn to Gamble?

Lucan's gambling started at school at Eton College

Lucan had been gambling ever since his schooldays at Eton. But it was during his National Service with the elite Coldstream Guards, when he was based in Germany, that Lucan took to gambling in such a big way. Lucan’s father George had been a distinguished Guards officer in World War II and had won the Military Cross.

Lucan appears to have spent most of his army career on the slopes of the Swiss Alps or gambling with his fellow officers. The high-point of his military career appears to have been when he was selected for the Army bobsleigh team.

The story of Lord Lucan can be found in William Coles' brilliantly edited
Lord Lucan: My Story