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To start out in this quest, you'll need to talk to Arngeir (inside High Hrothgar), Esbern (inside or outside Sky Haven Temple), or Paarthurnax (at the Throat of the World). The person you talk to will suggest that you capture one of Alduin's dragon allies so you can learn how Alduin travels to Sovngarde, and you'll learn that Dragonsreach was designed as a place to imprison dragons. You'll then be tasked with talking to the Jarl of Whiterun.
Note: If you talk to Esbern or Delphine, then they'll demand that you kill Paathurnax, which will trigger the quest
When you meet with the jarl and ask him to help you set up a trap for a dragon, he'll recognize the necessity of your plan, but if the civil war is still raging in Skyrim, then he'll refuse to help you until he can be sure that Whiterun won't come under attack while his forces are distracted by the dragon. That means you'll need to complete the quest
, which will put the civil war on hold, or you'll need to complete the quests for your chosen faction so they win the civil war.
With the civil war taken care of, you'll next need to learn how to call one of Alduin's allies. If you completed the quest
, then right afterwards Esbern will come up to you and perform this task. He'll tell you that Alduin has an ally named Odahviing, and he'll teach you the Words of Power so you can call him. Otherwise, if you won the civil war for one of the factions, then you'll be given a choice to seek out Esbern or Paarthurnax, and the person you contact will give you the same information.
When you return to the Jarl of Whiterun, he'll lead you out to the Great Porch, where he'll have some chains and a yoke set up to hold a dragon. You'll then need to call Odahviing by using the Call Dragon shout. After a few seconds, Odahviing will show up and start attacking you. To trap him, you'll need to lure him to where the chains and yoke are. The easiest way to do this is to stand near the door to the porch, and hit Odahviing with ranged attacks. Eventually he'll land and approach you, and the yoke will automatically fall, trapping him in place.
When you interrogate Odahviing, he'll reveal that Alduin travels to Sovngarde by using a portal inside Skuldafn Temple, which is located "high in the eastern mountains." Then he'll make you a deal. If you free him from the yoke, then he'll fly you to the temple. Since the temple can only be reached by flight, you don't really a have a choice, and you'll have to agree.