There are two kinds of Scroll and they are both linked with magic.
Magic Scrolls They are used by Mages and other Magic using jobs (Black Mage, Dark Knight, White Mage, Paladin, Red Mage, Bard (Though probably should be called music sheets), Ninja) to learn new spells. Most of the Scrolls can be attained at the Auction House, a NPC or by killing various monsters all around Vana'diel.
Instant Scrolls They can be bought by Guards for 750 Conquest Points. There are two kiinds of Instant Scrolls, Instant Warp which gives the user a free ticket to their home point and Instant Reraise which gives the user the effect of Reraise for one Vana'diel day, (or an hour Earth Time).