Gain entrance to Sky Haven Temple
Fast travel to Whiterun, then hire the carriage to take you to Markarth. From Makarth, travel east. Follow the road, crossing two bridges. After crossing the third bridge, you should see Delphine and Esbern, probably fighting enemies or a dragon. Kill the Forsworn in the area, and enter Karthspire.
Head west through the tunnels. Climb some stairs. You will have arrived at a place with a raised bridge, and three pillars. This is a PUZZLE.
ALDUIN'S WALL PILLARS PUZZLE SOLUTION: Set all three pillars to the symbol of the two dragons with the arrow (Drabonborn symbol) (See Screenshot below)