hi! you can use rolled oats for your treats but I don't know if you'll end up with the same texture or cook the same depending on what else is in your treat recipe. I agree with Barb04 and dekka, your best bet is to look for oat flour (or, if you have a grinder just throw rolled oats in and grind it a few secs for instant oat flour).
I used to make treats with reg/whole wheat flour but many of the dogs getting them s were allergic to wheat so I started using oat flour, spelt flour, and brown rice flour..use a combo of each, they are a little easier for a dogs system esp since so many dogs react to wheat.
you can usually substitute most treat recipes that call for flour (reg or whole wheat) with oat flour.
Do you have a bulk food store nearby? That's where I get my specialty flours..or a natural food section or store has them too.