Horizontal scrolling support will vary from application to application, as it is not a commonly used mouse input.
It should be supported in most web-browsers though, so one way to confirm it is working correctly is to zoom in on a web-page, so that a Horizontal scroll-bar appears. Then check if you can pan from side to side on that page.
If this works in your web-browser, but not another application you are using, unfortunately it must not support the standard horizontal scrolling input. Though it may have a separate shortcut that could be used for this function (e.g. Shift + Scroll).