to answer the 'where' part, you do quests for the greybeards and they'll teach you all three words
I just got the second word from them
and on my way to the horn of whatchamadiggit, I ran into a group of giants and mammoths
I ignored them
then I ran into two more mammoths later, no giants
but instead, a dragon flew down while I was just observing the mammoths
so once when I used fus ro on the dragon it went past him too and hit one of the mammoths and then I had a dragon and two mammoths against me
so I killed the dragon, got his stuff (had to drop three dragon bones due to weight :c), and ran like a mufuka
dunno when exactly Lydia caught up to me but she did
so, what happens when you absorb a dragon soul but haven't learned a word that you need the knowledge for?