As soon as you escort Esbern to Riverwood on the quest "Alduin's Wall", he will tell you that you need to find Alduin's Wall in order to learn how to defeat the World Eater. He then reveals that the wall is located in the ancient Akaviri ruins, where the Heavenly Haven Temple Blades used to be headquarters. In fact, getting to the Heavenly Haven Temple is not as easy as it seems.
Steps

Step 1. You can travel alone or in a group
You will have a choice: go further to the Temple of Heavenly Haven alone or as part of a group with Delphine and Esbern. Traveling alone will be faster as you only need to use the fast travel system or hire a carriage to Markarth and then follow the road east. Traveling with Dolphin and Esbern will take longer, but it will be safer since you will have two allies if you are attacked along the way.

Step 2. Fight through Camp Kartspire
This outcast camp will block your path to the Heavenly Haven Temple. So that the task does not seem too easy, you will simultaneously have to deal with a dragon hovering over the camp. Prepare weapons, spells, potions and armor for a fierce battle if you are ready to rush straight into the camp.
- If you find a vantage point, you can arrange for the outcasts to start fighting the dragon. Carefully get close enough to the camp, and the outcasts will begin shooting bows at the dragon, and he will begin to exterminate your enemies in response. After one side finishes off the other, you can safely enter the camp and finish off the survivors.
- You can also gradually and stealthily kill outcasts by slowly approaching their camp and inflicting ranged damage with a bow and arrow. So you will have an advantage, because you can kill enemies one at a time, and not all at once.
- Don't worry that Esbern and Dolphin can die during the battle at the camp. In the game settings, these characters are marked with the "immortal" flag, that is, even if their health bar is at zero, they will just fall to one knee, but they will not die, even if the dragon exhales flame in their direction.
- One can simply avoid the battle by quickly running through the camp and entering the Cartspire Cave. Most of the outcasts will still be distracted by the dragon fight, so you will have a chance to run past them and immediately enter Cartspire Cave.

Step 3. Kill the enemies in the Kartspire cave
When you enter the cave, do not relax, there are also several outcasts here, among which the stronger outcast is the heather heart. Also, if you ran through the camp and broke into the Kartspire cave without fighting, you will have to eliminate any outcasts that will run after you (yes, they can enter the cave too).
There are several sleeping places here, so you can rest and regain health when you kill all the enemies

Step 4. Solve the first puzzle
Going deeper into Kartspire Cave, you will find the first puzzle. It consists of three rotating stone columns that must be rotated so that the Dragonborn symbol (a pattern that looks like a heart) is facing you. After that, the bridge will descend, which leads to the next puzzle.

Step 5. Solve the second riddle
You will enter a hall where there are many pressure plates with different symbols on the floor. On the other side of the room, you will find a mechanism with a chain and a lever that must be pressed to lower the next bridge and disarm the traps. Examine the pressure plates and follow them to the lever, stepping only on the plates with the Dragonborn symbol. These symbols will be the same as on the stone pillars from the first puzzle. Click on the lever to lower the bridge to the next location.
It will be much easier to get through this room if you use the Shout "Rapid Dash". Shouting Ethereal will help you avoid damage from fire traps, and the Muffled Footsteps skill from the Stealth skill tree will allow you to step on slabs without activating traps

Step 6. Open the Heavenly Haven Temple with your blood
You will see a sculpture of a giant head that Esbern says depicts Reman I Cyrodiil, the founder of the Reman Dynasty. At first glance, it seems that you have come to an impasse, but Esbern will notice the stamp of blood on the floor. This seal can only be opened by Dragonborn blood. Walk up to the seal, activate it and wait for your character to make a cut in the palm to break it. The giant stone head will slide into the wall and you will gain access to the first Blades headquarters, the Temple of Heavenly Haven.