How to get words: Find an unexplored barrow. Explore barrow. In the majority of cases, a word wall is in there. There are also some open-world word walls, generally guarded by a dragon.

Occasionally, if you've been Shouting a bunch in places (including undead-filled barrows, strangely), you'll get a note from a friend talking about how people are noticing your shouting, and directing you to a place where you can get a word.

You can also go talk to the greybeards to be directed to a word wall.