This tutorial tells you how to craft items with Stalhrim:
Travel to Skaal Village and. There are two NPCs there fighting about a missing Blacksmith
(Note: If the two fighting npcs are missing from the Skaal Village, come back later)
Go find the lost blacksmith, he's been kidnapped by Thalmor soldiers.
Kill all enemies and rescue the Blacksmith. .
The Blacksmith Sends you north to a Thalmor ship.
Kill all the Thalmor on the ship
Loot map from the leader which shows you the location of a Stalhrim source.
Go back to the Blacksmith in Skaal Village
The smith teaches you how to make Stalhrim weapons and armor.
Available to forge are the usual lot, arrows, bow, one and two handed weapons and a full set of both light and heavy armor including a light armor stalhrim shield.