Where do I go to learn to smith stalhrim

Get the ancient Nord pickaxe quest from Malory

After you rescue the skaal from the stone by their village, you have to get the mission from one of the women to save their missing blacksmith. Completing that quest will give you the ability to smith stalhrim.

nvm

this is at the end of the dlc, this is what it looks like

http://m.youtube.com/#/user/mplsmnpi?&desktop_uri=%2Fuser%2Fmplsmnpi