Did you open your WoW game, log in, and check your Pets collection? It should be there.
If you were expecting it in Diablo 3, I am afraid you misread the information in the purchase.
The Treasure Goblin pet is one of the many cross-game promotions Blizzard does, hence for WoW, not D3.
You can find a full list of all the cosmetics, including the cross game stuff, here List of all Wings, Cosmetics, Pets, and Promos