One of the changes in Patch 3.0 is the way Pet Talents work. Most "talents" are already known to your pet and do not need to be taught or leveled. These are actually "skills" rather than "talents".
However, much like a character's Talent tree, you can choose the special talents that your pet possesses. in upcoming posts I will describe the three major families of Talent tree, but in this post I will mention just the basics.
Starting at level 20, your pet will earn one talent point every 4 levels. Also, each pet type uses only one of the three Talent trees: Cunning, Ferocity or Tenacity. This is unlike a player's Specs, where they can choose among talents across three different trees (such as Marksman, Beast Master and Survival for Hunters).
Lastly, when you "buy" a talent with your pet's talent points, you can add that talent you your pet's action bar, and toggle the auto-cast on or off as you see fit.
I should also point out that these changes apply to you and your pet regardless of whether you bought the Wrath of the Lich King expansion pack or not.