Edit: A large class of counterexamples is given in the accepted answer by Jochen. My answer does not actually answer the question, but provides a simple condition under which bounded does imply continuous. After googling bornology, it seems that I have described a specific case of a more general implciation. Namely, if every bornivorous subset of $E$ is a neighborhood of $0\in E$, then $E$ is bornological. But the existence of any bounded neighborhood of $0$ implies that every bornivorous subset of $E$ is a neighborhood of $0$. However, perhaps there is still some value in stating this coarser implication without any mention of bornology? I don't know.
Suppose $U\subset E$ is a bounded neighborhood of $0\in E$ and $T:E\rightarrow F$ is a bounded linear map. Let $V\subset F$ be a neighborhood of $0\in F$. Since $T(U)$ is bounded, there is some $\epsilon>0$ such that $T(\epsilon U)=\epsilon T(U) \subset V$. Then $$\epsilon U\subset T^{-1}(T(\epsilon U))\subset T^{-1}(V)$$ and $\epsilon U$ is a neighborhood of $0\in E$. Thus $T^{-1}(V)$ is a neighborhood of $0\in E$. This proves that $T$ is continuous at $0\in E$ and thus everywhere, under the assumption that $E$ contains a bounded neighborhood of the origin.
This assumption need not be true (as follows at once from Jochen's answer). To see an example that doesn't mention bornology, consider $\mathbb R^\mathbb{N}$ with the box topology. If $U$ is a neighborhood of $0$, then there exist $a_1,a_2,\ldots\in (0,\infty)$ such that $V\subset U$, where $V=\prod_i(-a_i,a_i).$
Now let $W=\prod_i(-a_i/i,a_i/i).$ Then there is no $\epsilon>0$ such that $\epsilon W\subset V$. Hence $V$ cannot be bounded and thus neither can $U$.