Head out from the Skaal Village and go north-west - you can either head to the Wind Stone and continue onwards in the same direction or follow the shore and swim to the Glacial Cave in the north (and afterwards climb to the top). Regardless of which path you choose to follow, eventually you will reach the Saering's Watch, where you will most likely witness a fight between a group of Draugrs and a Dragon.
Eliminate the enemies and take a look around the nearby building to fins some treasures and chests. Afterwards go up the stairs to the top of the building and learn the new Shout - Bend Will. Don't forget to look inside the chest by the altar and collect two magical swords found inside - even though being rather weak on their own, the spells casted on them can be useful to any mage.