If Nord heroes go to Sovngarde then were do other races go when they die.Also I've noticed most of the Nords in Sovngarde have fought in battle.What if a Nord lived as a simple farmer?Do they just roam Nirn as a faint ghosts or do they go to a different section in Sovengarde?

Well Dunmer become guardian spirits?
Any Lyncanthrope goes to Hircines hunting grounds. I don't know much else. Altmer probably watch over from Aetherius.