Painting: Froststone Gate  

 

Its actually the Wrapped Painting: Froststone Gate that your going to convert. If you have this item then you already converted it.

So put it in your inventory and when you right click on it to inspect it then you should see "claim reward" in green. Right in front of that is a little box. Click the box. It will pop up your quest reward screen. On that screen you can select it.

Now you have the painting or the above item on this page. You can then click it from inventory and immediately transports to Crystal Caverns or place it on a wall in house or guild and then right click it and select teleport to Crystal Caverns