In The Elder Scrolls V: Skyrim for the PC, PS3, and Xbox 360, the Dragon Shouts you acquire during the game are powered by dragon souls. In order to unlock shouts, you must spend a dragon soul on it. So how do you absorb dragon souls?
Simple, you kill dragons. Every time you kill a dragon, you simply walk up to the remains, and the soul will be absorbed automatically. It’s kind of hard to miss, because the body will begin to decay, and there will be a large animation showing the soul being absorbed by your body.
You can see how many dragon souls you have stored up if you go to the Magic menu, and select Shouts. You’ll see the number of souls you currently have listed in the bottom right section of the screen.
If you’re experiencing an issue where no matter what you do, it doesn’t appear to be absorbing a dragon’s soul, then it may be one of the many bugs introduced with the launch of the game. This should have been fixed in one of the first patches to the game however, so make sure to download the latest patches if you can.