I've been playing Skyrim for quite some time but mostly avoiding the main quest, doing my own things

I only just started worrying about the dragons...
Since I've been exploring a lot, I've already "picked up" quite a few dragon words.
The GrayBeards taught me to use the "push" one and the "go really really fast" one but I can't seem to be able to learn the other ones I keep on finding and the graybeards won't teach me, apparently.
Please don't post spoilers here

My question is just: is there a way for me to use these new dragon words or learn how to use them now? Or do I just have to advance further in the main quest? (I'm only up to the Thalmor Embassy reception).
Cheers

