This page of the guide for TES V: Skyrim presents the walkthrough for the epilogue of the main storyline. It turns on after defeating the dragon. (the final boss) as part of the main quest Dragonslayer. The hero can bid the Nord warriors farewell and return to the material realm.
Even though the last main quest has come to an end, a word of two must be said about what comes the death of Alduin. I'd of course recommend approach his corpse to loot them. Afterwards approach Tsun and talk with him (screen above). What's interesting, you will be sent back to Skyrim with a prize in the form of three new Words of Power, i.e. Word of Power - Hero, Call of Valor, Word of Power - Champion, Call of Valor and Word of Power - Legend, Call of Valor. It will unlock a new Shout, the Call of Valor, letting you call the Nord warriors to help.
You will be moved to where the Time-Wound was, i.e. The Throat of the World. Note the presence of dragons. You don't have to worry about getting attacked by them, as they will be just mourning Alduin's death. You can use the chance to talk with Odahviing (screen above). He will tell you that from now on he will be your faithful servant, therefore you will be able to use the Call Dragon Shout to call him to help. You should also consider visiting other main characters, like Paarthurnax (if he's still alive), Arngeir, Delphine and Esbern, though all of that is of course optional.
Congratulations! It's the end of the main story!