Am I doing something wrong? as a mage I am far to weak in the armor department to take on a dragon all alone, so I let the giants in the area do it for me and then I absorb the soul. How ever I havent learned any new shouts....Is that odd?

That's not odd at all. You don't learn shouts from dragons. You learn them from word walls.

oh >_> so why absorb there soul then when your killing the beast?

Because when you learn the words to the shout, you unlock them with dragon souls. IE, you can learn the shout but without unlocking it, you can't use it.

So that you can unlock the shouts.

You learn the word from the word wall, but need the soul to unlock the shout. Its R on pc in the shout screen under magic.