Title says it all...

I've done the whole Civil War for Ulfric and he finally got back to the Palace of the Kings in Windhelm so I could talk to him about it.

He tells me I have to buy a house and "help" people around the Hjaalmarch? What does this mean exactly?

When I go to my Quests I can't make it "Show On Map", so what EXACTLY am I doing? LOL.

You need to do quests for the people in Windhelm and the surrounding area. (Are you sure he said Hjaalmarch and not Eastmarch?) Regardless, where ever he said, go around talking to people in the area, getting their quests, and completing them.

Ulfric totally wants you to help out the Dark Elves and Argonians. I mean, their quests count. So yeah.

Or join the Stormcloaks and do a few quests for them