I just placed tile 3a on a space with a risk action.
So do I first sell the cattle cards then move ahead one then do I get to do the risk action or do I skip the risk action now that Im no longer on the square?
Remember that you can always take actions in whatever order you like. So, if you want to take the risk actions, just do that before taking the action on the building that moves your cowboy forward.
What if I choose to do an auxiliary action for the tile then can I do the risk action?
No. You have only two choices when you stop on a neutral building or a building you own: Take a single auxiliary action, or take the building actions (including risk actions, if any). If you choose the later, the actions available are all optional, and can be taken in any order.