A Dragon Wall is a shrine, located either deep underground in enemy-ridden dungeons, or high on mountain tops where Dragons roost.
When the player approaches each Dragon Wall for the first time, an ominous chanting begins, helping the player locate the word due to volume, if the wall is not visible. Walking to the wall, and looking at the word, will force the player to learn it.
Upon learning each word, the player could unlock a new shout altogether, or simply learn another word in an already existing shout.
To fully master the word, you must spend a Dragon Soul which is earned from killing Dragons, both important dragons, and random spawns.