Others have done it on a treadmill, but in my DH's experience, he found running outside VERY different (much more difficult) from running on the mill. His first 5k was really tough when he had thought it was going to be easy.
Regardless, if you're just getting started I'd not worry about how you get started. We're approaching winter months for many, and trying to run outside is at times dangerous what with ice/snow/etc.
Good luck with your program!
-LBW