After talking the Frea, she will lead you out of the temple. Let her lead you out rather than running out ahead of her because this can mess with her AI a little bit. Outside, she will lead you to the Skaal village. If she doesn't seem to be doing this particularly well, start travelling to the east and across the bridge. Eventually, you will go far enough that she will start try to get ahead of you. When she does this, continue to follow her.
The Word Wall
When you get to the village, she'll talk to her father Storn for a moment and then you'll be free to talk to him. During the talk, he will tell you of Miraak and that you need to learn what he has learned if you ever hope to defeat him. He will send you far to the north where there is a Dragon's Nest and a word wall.
Follow the mountains to the north and try to keep to the high ground. If you can manage to come over the top of the mountains to this waypoint, it is possible to drop right down on top of the Word Wall and avoid most of the climb up to it. The only downside to this method is that you will then have your back to the wall and if you get into trouble then you may have trouble getting out of it. If you aren't sure that you can fight your way out, it may be safer to fight your way in and climb the stairs to the top.
Scattered around this area, you'll find a variety of Draugr and skeletons. There will also likely be a Dragon around but if you kill it, you won't be able to collect the soul. Still, it is dangerous so kill it if you get the chance. Learn the word of power from the Word Wall and then leave this place.
The Wind Stone
Start travelling back towards the Skaal village. Along the way there is a stone called the Wind Stone that looks similar to the Earth and Tree stones that you saw earlier. It will be marked on your map. Try to keep the higher ground because it's always easier to go down when you get there than trying to find a way up.
You'll find the stone encased in another structure that a bunch of Skaal are building. Equip your new shout (make sure you unlock it with a Dragon Soul) and shout at the Wind Stone. It'll take a moment but soon the structure around you will start to glow a reddish color and then explode. In its place will be a creature called a Lurker.
The Lurker has some pretty good range and can project tentacles at you from a distance so don't think you are safe if you're just far away. Keep moving around while you fight and you shouldn't have too much of a problem because he's a little on the slow side. He is pretty powerful at close range, however, so be careful not to get too close to him unless you have to.
When he is dead, you'll need to return to the Skaal village and talk to Storn. For some reason, every time I've done this, Storn and Frea attacked me. I don't know if I happened to enter their home at night by accident (it wasn't locked either time) or if perhaps there's some strange effect where destroying the structure at the Wind Stone causes some kind of harm to the Skaal people there. Either way, if you have this problem, just fast travel elsewhere and wait for four days. Doing this should put them back at ease and you can talk to Storn again who will tell you about the Black Books and a Mage to the south named Neloth that may be able to help you…