Head to the Wind Stone by using the fast travel option (if you haven't been there yet, move to Skaal Village and go west). As you reach it, activate the new Shout - Bend Will - using the soul gained from the Dragon. Afterwards approach the building and use the newly learned skill.
Shout at the statue in the middle of the construction to make it whole crumble and a dangerous Lurker to appear. The local workers will attack it, but they don't stand a chance on their own - help them in the fight to save the Skaal Village.