Gotcha, ok. I joined the Imperials. Hmm, not sure if we have control over all nine holds yet.
I'm sure you would recall if you had gotten that far, as you would have been present for the engagements that led to the taking of each hold for your side. The last one on the list should have been particularly memorable. I'm just sayin'.

As noted previously, if you successfully defended Whiterun from the Stormcloaks you have already started the CW on the side of the Empire, and you should have something in your journal, a quest called "Reunification of Skyrim" or something similar. In the event you are on the Stormcloak side it will be more like "Liberation of Skyrim." Usually the next step after the end of any particular CW engagement is to report back to your CO, that would be Tullius in Solitude (Imperials) or Ulfric in Windhelm (Stormcloaks). Whichever one you are serving under will tell you what to do and where to go next to advance the questline.