You can find Volksygge west of Solitude and north east of Morthal:
Animal Sequence Puzzle
Near the beginning of this dungeon you run into a puzzle in a room where in the middle there are four coffins and to the sides are handles associated with images of animals. There is a book that is supposed to help you with the puzzle, but I found the book a little confusing and my interpretation of what the book said wasn’t correct. The correct combination is Snake, Bear, Fox and then Wolf. You can see the solution being executed in the following video:
Final Dungeon Boss
The next section that you might have difficulty with is when you run into the final boss of the dungeon (not of the word of power quest at Volksygge). What particular boss you will face depends on your level, but in general it should be some kind of strong draugr. I had a Draugr Death Overlord, which is one of the more tougher draugr to face. To defeat him you can use a bow and arrow to take shots at him whilst hidden. Once he finds you, run and hide until you are hidden again. Then return and take more shots at him.
The method I like to use is to tank the damage that he deals until I am out of health, then retreat and heal myself whilst retreating with magic. Then go tank some more damage. You can also heal yourself with potions during the fight, but I prefer to use magic because potions are sparse and using magic levels restoration up which can take quite a while if you don’t use it constantly. You can see the latter techniques in action in the video below.
After you have learned the word of power you will be faced with dealing with Volsung, the final boss of the word of power quest at Volksygge. He is one of those spirit type creatures that can only use magic to deal damage to you and thus always try to stay at long range to you. It makes them really easy, but time consuming, to kill. What I usually like to do is use the cover around as protection whenever I get low on health rather than retreating, but much the same techniques as for the final boss above can be used here. The video below shows another way, although it might not be consistent because in the video Volsung gets trapped and for some reason does not attack for quite a while.
Full YouTube Walkthrough Video:
The final video below shows an entire walkthrough of Volksygge with live commentary to tell you what I am thinking and post commentary in some of the sections that needed further explanation. In it you will find the sections I linked above.