You can get this by following the main story, and I assume by doing side exploration as well.
The easiest, and I believe quickest, is to do the story, so spoilers are below.
Fus - The first shout you'll likely get, you'll obtain this when you are sent to Bleak Falls Barrow by the Jarl or Whiterun. Story Related.
Ro - This one will be acquired from the Greybeards after dealing with the Dragon near Whiterun. Climb up to High Hrothgar and they will teach it to you. Story Related.
Dah - After obtaining the Horn for the Greybeards, they will give you the final Word upon returning. Can be done before or after meeting the stranger in Riverwood. Story Related.
There are many other shouts you can potentially get, but these are the easiest.